Implementing the Box-Cox Power Exponential Distribution in Python with PyMC

One of my favorite sources of post inspiration is reading about interesting probability/prior distributions and implementing them in PyMC for my own edification ( 1 2 3 4 ). I had just such an experience this week reading The Box-Cox power exponential distribution written by Danielle Navarro . This post introduces two distributions motivated by the classic Box-Cox transform , the Box-Cox normal…