Is it possible to observe the sum of a set of random variables, and if so, how would it be done? I know I can use tt.sum
in a variable’s properties, like this for example:
pm.Normal('Output_{0}_{1}_'.format(i,k),mu=tt.sum(list(compress(factor_mu,weights))),sd=tt.sum(list(compress(factor_sigma,weights))))
But let’s say I have a population and I observe the mean, instead of actual individual measures. I know I can read the mean out of a trace as follows:
pm.Deterministic(output_mu_name,tt.sum(list(compress(factor_mu,weights))))
But how could I add an observation of the value of mu? I know I can’t observe an arbitrary Deterministic
RV, but it seems like I should be able to observe a sum?
Oh, yes, if it helps, I would be observing both the mean and the standard deviation of these populations.