I know if we want to define distribution for a variable which consists of an array of random variables, we can give the ‘shape’ parameter.
hx=pm.Normal('hx', mu=0, sd=1, shape=(3,3))
In this case all the random variables will have the same distribution (the same mu and sd). Can I assign different mu and sd for these 3*3 random variables repectively?
Don’t believe so, but if you want to a 3x3 bundle of variables, you can create one “by hand”, but creating the individual variables (with separate means and SDs) and then bundling them using tt.stack and/or tt.concatenate.