Request for Beta Negative Binomial distribution #2030
Description
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