I am trying to understand how custom distributions work in PyMC and I find the minimalistic example in the docs to be confusing. Namely, where does the lambda variable in the logp function come from? Is this supposed to be another variable in the model that is just being omitted here? Why doesn’t it…

Confusing example in docs for Custom Distributions

junpenglao December 10, 2019, 2:09pm 2

There are a bit more information from this FAQ maybe answers your question: Frequently Asked Questions

Topic		Replies	Views
Drawing values from custom distribution Questions	8	711	September 14, 2022
Meaning of model.logp, a beginner question Questions	4	775	July 12, 2019
Likelihood Specification and DensityDist Questions doc	3	893	October 5, 2021
Custom distribution by pm.DensityDist not coincide with built-in distribution in PyMC4 v5 modeling	2	329	July 27, 2022
Creating a LogStudentT distribution v5	10	501	May 6, 2023