fix: std of lognormal symbolic division

2022-04-14 21:53:45 -04:00 · 2022-04-14 21:53:45 -04:00 · 1677d63375
commit 1677d63375
parent 7914a8212c
1 changed files with 1 additions and 1 deletions
--- a/packages/squiggle-lang/src/rescript/Distributions/SymbolicDist/SymbolicDist.res
+++ b/packages/squiggle-lang/src/rescript/Distributions/SymbolicDist/SymbolicDist.res
@ -167,7 +167,7 @@ module Lognormal = {
    let mu = l1.mu -. l2.mu
    // We believe the ratiands will have covariance zero.
    // See here https://stats.stackexchange.com/questions/21735/what-are-the-mean-and-variance-of-the-ratio-of-two-lognormal-variables for details
-    let sigma = l1.sigma +. l2.sigma
+    let sigma = Js.Math.sqrt(l1.sigma ** 2. +. l2.sigma ** 2.) // m
    #Lognormal({mu: mu, sigma: sigma})
  }
  let operate = (operation: Operation.Algebraic.t, n1: t, n2: t) =>