[LogitNormal] Corrected the formula in the comments.

[yeruouo]

#2075
Corrected the formula in the comments of LogitNormal:
before:

$$ f(x; \mu, \sigma) = \dfrac{1}{x\sqrt{2\pi\sigma^2}} \exp\left(-\dfrac{\left(\text{logit}(x) - \mu\right)^2}{2\sigma^2}\right) $$

after:

$$ f(x; \mu, \sigma) = \dfrac{1}{x(1-x)} \dfrac{1}{\sqrt{2\pi\sigma^2}} \exp\left(-\dfrac{\left(\text{logit}(x) - \mu\right)^2}{2\sigma^2}\right) $$

Some reference materials：

	Logit-normal	Log-normal
Normal variable	$X \sim \mathcal{N}(\mu, \sigma^2)$	$X \sim \mathcal{N}(\mu, \sigma^2)$
Transformation	$Y = \dfrac{1}{1+e^{-X}}$	$Y = e^X$
Inverse transformation	$X = \ln\dfrac{Y}{1-Y}$	$X = \ln Y$
Support	$(0, 1)$	$(0, +\infty)$
Jacobian	$\dfrac{1}{y(1-y)}$	$\dfrac{1}{y}$
PDF	$\dfrac{1}{y(1-y)} \cdot \dfrac{1}{\sqrt{2\pi\sigma^2}} \exp\left(-\dfrac{\left(\ln\frac{y}{1-y} - \mu\right)^2}{2\sigma^2}\right)$	$\dfrac{1}{y} \cdot \dfrac{1}{\sqrt{2\pi\sigma^2}} \exp\left(-\dfrac{(\ln y - \mu)^2}{2\sigma^2}\right)$

@devmotion

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 86.74%. Comparing base (87b0f88) to head (254aa81).

Additional details and impacted files

@@           Coverage Diff           @@
##           master    #2076   +/-   ##
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  Coverage   86.74%   86.74%           
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  Files         149      149           
  Lines        8883     8883           
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  Hits         7706     7706           
  Misses       1177     1177           

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[andreasnoack]

Thanks for fixing this.