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from functools import partial | |
import numpy as np | |
import seaborn as sns | |
import matplotlib.pyplot as plt | |
@partial(np.vectorize, otypes=["float64"] * 2) | |
def mm_stds(rng, n_draws, alpha, beta, k=500): | |
draws = np.log(rng.gamma(shape=beta, scale=alpha, size=(k, n_draws))) | |
grad = beta - np.exp(draws) / alpha | |
draws_var = draws.var(-1) |
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