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Add expression for NegativeBinomial variance #6957

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Oct 17, 2023
Merged

Add expression for NegativeBinomial variance #6957

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5 changes: 3 additions & 2 deletions pymc/distributions/discrete.py
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Expand Up @@ -628,10 +628,11 @@ def NegBinom(a, m, x):
plt.legend(loc=1)
plt.show()

======== ==========================
======== ==================================
Support :math:`x \in \mathbb{N}_0`
Mean :math:`\mu`
======== ==========================
Variance :math:`\frac{\mu^2}{\alpha} + \mu`
======== ==================================

The negative binomial distribution can be parametrized either in terms of mu or p,
and either in terms of alpha or n. The link between the parametrizations is given by
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