What’s your favorite distribution and why? (This sounds silly but I bet some folks have great answers!)
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Replying to @generativist
Gumbel. - Beautiful Cdf P(y| a, b) = exp(-exp(-(y-a)/b)); inverse transform rng =easy - Gives distribution of maximums from exponential distributions. - If x~ gumbel(a1, b), y~ gumbel(a2, b) then x-y ~ logistic(a1-a2, b) - if unobserved utility is gumbel, p(choice) is softmax
3 replies 1 retweet 49 likes
Replying to @jim_savage_
With a (screen) name like Savage Jim, I'm weighting this preference heavily.
6:40 PM - 7 Jun 2019
0 replies
0 retweets
7 likes
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