Chain transformation

[junpenglao]

Add chain transformation, with additional tests for distributions that are by default using transform.

[twiecki]

This is great stuff! Can you add an example to the docs?

[junpenglao]

Will work on it.

[fonnesbeck]

The API QuickStart would probably be the best place.

[junpenglao]

The API QuickStart would probably be the best place.

I was looking at the doc and thinking maybe changing http://docs.pymc.io/prob_dists.html is also an option?
My idea would be changing the title of the page:
Probability Distributions --> Random Variable and Probability Distributions
As it is more accurate.

And then add Transformation of variable before auto transformation, and different transformation after Auto-transformation (the logic is besides auto-transformation you can also specify transformation)

[twiecki]

That sounds like a good spot.

[junpenglao]

I follow @fonnesbeck's suggestion at the end - will change the Probability Distributions session in another PR.

[twiecki]

"For example, we can combining the ordered transformation and logodd transformation to create 2D RVs that satisfy $x_1, x_2 \sim \text{Uniform}(0, 1) \space and \space x_1< x_2$"
->
"For example, we can combine the ordered transformation and logodd transformation using Chain to create 2D RVs that satisfy $x_1, x_2 \sim \text{Uniform}(0, 1) \space and \space x_1< x_2$"

[twiecki]

It's a good one!