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[add] Implementation of the Beta Negative Binomial Distribution #2031

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@ShozenD ShozenD commented May 20, 2025

Implementation proposal for [Issue #2030].
So far all unit tests are passing (including documentation tests).

I have not implemented the CDF (also not available in the most recent version of scipy).
Stan does seem to provide a CDF implementation.
Does anyone know what is the best way to do this?

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