My question is to build a super-likelihood function from several random variables. The distribution of each variable is standard. Using two random variables as an example, the target super-likelihood is like this: S = F1^w1 * F2^w2 (w1 + w2 = 1) and logS = w1 logF1 + w2 log F1 (w1 + w2 = 1) Wher…

How to model product of multiple random variables

junpenglao June 24, 2019, 6:04pm 2

See eg Observed Deterministic for related discussion.

Topic		Replies	Views
How to optimize a model to joint multiple distributions Questions	0	419	October 24, 2019
How could i use 3 random variables instead of one with shape=3 with pymc3 version agnostic modeling	3	325	June 8, 2022
Product of two probabilities distributions Questions	9	3894	June 8, 2021
Computing Bayes Factor with Bernoulli Distribution v5 modeling	11	52	June 3, 2025
Observed Deterministic Questions	12	9732	June 19, 2022