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New distributions with CustomDist #589

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@williambdean

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@williambdean

Notebook proposal

Title: New distributions with CustomDist

Why should this notebook be added to pymc-examples?

Provide example(s) of the flexibility that PyMC provides with the CustomDist and auto-probability. Touch on when logp or logcdf might be required when defining a distribution and when they could be automatic

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Related notebooks

This current example (Notebook here) define a RV and distribution

References

pymc-devs/pymc#6994 (comment)

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