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Request for Beta Negative Binomial distribution #2030

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ShozenD opened this issue May 20, 2025 · 0 comments
Open

Request for Beta Negative Binomial distribution #2030

ShozenD opened this issue May 20, 2025 · 0 comments
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enhancement New feature or request

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@ShozenD
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ShozenD commented May 20, 2025

Feature Summary

Adding an implementation of the Beta Negative Binomial distribution to the conjugate.py module.
https://en.wikipedia.org/wiki/Beta_negative_binomial_distribution

Why is this needed?

Provides a parametric heavy tailed count distribution.
The distribution is provided in the latest version of Stan.
https://mc-stan.org/docs/functions-reference/unbounded_discrete_distributions.html#beta-neg-binomial
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