[quibono]

Nice. I notice that the author has some other interesting posts. I like this one on the James–Stein estimator [0] and this one [1] on day length variations.

[0] https://joe-antognini.github.io/machine-learning/steins-para... [1] https://joe-antognini.github.io/astronomy/daylight

By the way I think there's a missing factor of rho in the numerator in [1] in the sample transformation section. Should be rho^2

[antognini]

Thank you for the kind words! Yes, I think you're right about the missing factor of rho. And rho^2 is being drawn from a chi-squared distribution, not a chi distribution. (But the mode I stated is correct for a chi-squared distribution --- I must have omitted the squares when typing this up.)