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WhatIThinkAbout/UnknownMeanUnknownVarianceSample.py

Last active March 7, 2021 12:08
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Sample from a normal-gamma distribution
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UnknownMeanUnknownVarianceSample.py
def sample(self):
''' sample from our estimated normal '''
precision = np.random.gamma(self.α, 1/self.β)
if precision == 0 or self.n == 0: precision = 0.001
estimated_variance = 1/precision
return np.random.normal( self.μ_0, np.sqrt(estimated_variance))
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