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fix: std of lognormal symbolic division

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NunoSempere 2022-04-14 21:53:45 -04:00
parent 7914a8212c
commit 1677d63375
1 changed files with 1 additions and 1 deletions
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packages/squiggle-lang/src/rescript/Distributions/SymbolicDist/SymbolicDist.res
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@ -167,7 +167,7 @@ module Lognormal = {
let mu = l1.mu -. l2.mu let mu = l1.mu -. l2.mu
// We believe the ratiands will have covariance zero. // 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 // 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}) #Lognormal({mu: mu, sigma: sigma})
} }
let operate = (operation: Operation.Algebraic.t, n1: t, n2: t) => let operate = (operation: Operation.Algebraic.t, n1: t, n2: t) =>