Fix incorrect formula in NormalMixture docstring #6073
Merged
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Codecov Report
@@ Coverage Diff @@
## main #6073 +/- ##
=======================================
Coverage 89.52% 89.52%
=======================================
Files 72 72
Lines 12950 12950
=======================================
Hits 11593 11593
Misses 1357 1357
|
|
I'm not an official reviewer, I can confirm that the math checks out. Nice catch! |
michaelosthege
approved these changes
Sep 10, 2022
There was a problem hiding this comment.
@maresb confirmed that this is correct.
Thanks for the PR !
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
The formula for the variance is incorrect in the docstring of the NormalMixture distribution. The correct expression can be found on the Wikipedia page for a Mixture Distribution, or it follows from the moment expressions in section A.2.2 of The Matrix Cookbook.
The two expressions are not equivalent, as can be verified by checking the case of a mixture of two normal distributions with equal weights, means, and variances. The resulting mixture distribution should be identical to the two individual components, but the expression would give half the variance of the components as written.
...
Checklist
Major / Breaking Changes
Bugfixes / New features
Docs / Maintenance