Apologies if this is a dumb question: but when we define a logp function for a DensityDist, for a continuous RV, does it have to be normalized, or can we use an un-normalized representation? Specifically, I’m interested in using Miller’s prior for a gamma RV, and its potential is easy to compute, …

Logp -- need it be normalized?

junpenglao April 25, 2018, 5:15am 2

It can be un-normalized.

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