I’ve just started googling, so I have no prior knowledge to that topic. I am looking for a parametric (ideally 4 parameters) distribution with which I can model high moments like skewness and kurtosis.
I’ve found some references in a topic area Approximate Bayesian Computational methods (ABC methodology) that talk about g-and-k distributions. The following tutorial is a quick intro:
Does somebody know how to use such a g-and-k distribution in PyMC3? Or alternatively: does somebody know of another way that works in PyMC3 with which I can model a parametric distribution with higher moments?
Thanks a lot!