I’m trying to model some data with the Student’s T distribution, so I generated some fake data and fitted the model to it. I’ve successfully recovered all other parameters, but the scale parameter is way off. Here is a replicable example: import numpy as np from scipy import stats import pymc3 as p…

The scale in stats.t is the standard deviation, the equivalent in PyMC3 would be y = pm.StudentT('y', mu=μ, sd=ϵ, nu=ν, observed=y_f)

Can't recover the scale parameter in Student's T model

Questions

olivier-ma October 6, 2017, 8:58am 3

Of course you are right, silly question… I checked the documentation and saw lam is said to be the scale parameter so didn’t bother to check the math formula. Thanks!

Topic		Replies	Views
StudentT Parameters Questions	2	638	December 1, 2017
Name 'v' is not defined when trying to use StudentT distribution Questions	6	422	August 24, 2021
pm.HalfStudentT.dist() failing to give correct shape v5 bug	6	379	April 7, 2023
Mass matrix error with degree of freedom and scale parameters of Student T distribution Questions	5	703	January 19, 2022
"Non-Central" Student T Questions	4	825	October 30, 2017

Can't recover the scale parameter in Student's T model

Related topics