Hello, I do not think I have seen this solved but new to Stan and needed a confirmation: For a normal hierarchical case say Y ~ N(theta, sigma^2) with theta unknown and sigma^2 unknown. We know that the sample mean or Y-bar ~ N(theta, sigma^2 /n) where n is the sample size and (n-1)*S^2 / sigm…

I’ve re-explored this and can confirm that you can use sufficient statistics for the target += command. Below script 1 uses the normal likelihood and script 2 uses the normal sufficient statistics. Hope this can clear any doubts and help others better understand the target += command. By running bo…

Sufficient Statistics for Normal Case

Modeling

mike-lawrence June 24, 2021, 1:09pm 2

See this post. And maybe this one too.

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Sufficient Statistics for Normal Case

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