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Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -18,11 +18,11 @@ For the purposes of this package, *log densities* are still valid when shifted b
1818
1919Consider an inference problem where IID draws are obtained from a normal distribution,
2020``` math
21- x_i \sim N (\mu, \sigma)
21+ x_i \sim \mathcal{N} (\mu, \sigma)
2222```
2323for `` i = 1, \dots, N `` . It can be shown that the * log likelihood* conditional on `` \mu `` and `` \sigma `` is
2424``` math
25- \ell = -N\log \sigma - \sum_{i = 1}^N \frac{(x -\mu)^2}{2\sigma^2} =
25+ \ell = -N\log \sigma - \sum_{i = 1}^N \frac{(x_i -\mu)^2}{2\sigma^2} =
2626-N\left( \log \sigma + \frac{S + (\bar{x} - \mu)^2}{2\sigma^2} \right)
2727```
2828where we have dropped constant terms, and defined the sufficient statistics
@@ -36,7 +36,7 @@ S = \frac{1}{N} \sum_{i = 1}^N (x_i - \bar{x})^2
3636
3737Finally, we use priors
3838``` math
39- \mu \sim N (0, 5), \sigma \sim N (0, 2)
39+ \mu \sim \mathcal{N} (0, 5), \sigma \sim \mathcal{N} (0, 2)
4040```
4141which yield the log prior
4242``` math
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