MCMC in Python: Another thing that turns out to be hard

Here is an interesting StackOverflow question, about a model for data distributed as the sum of two uniforms with unknown support. I was surprised how hard it was for me.

http://stackoverflow.com/questions/24379868/estimate-the-parameters-of-a-random-variable-which-is-the-sum-of-uniform-random/24397044#24397044

I think the future of probabilistic programming should be to make a model for this easy to code.

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