partially fixes pymc-devs#3688

Author: Ahanmr

pymc3/distributions/continuous.py

@@ -476,6 +476,10 @@ class Normal(Continuous):
     def __init__(self, mu=0, sigma=None, tau=None, sd=None, **kwargs):
         if sd is not None:
             sigma = sd
+        warnings.warn(
+            "sd is deprecated, use sigma instead",
+            DeprecationWarning
+        )
         tau, sigma = get_tau_sigma(tau=tau, sigma=sigma)
         self.sigma = self.sd = tt.as_tensor_variable(sigma)
         self.tau = tt.as_tensor_variable(tau)

pymc3/distributions/mixture.py

@@ -16,6 +16,7 @@
 import numpy as np
 import theano
 import theano.tensor as tt
+import warnings
 
 from pymc3.util import get_variable_name
 from ..math import logsumexp
@@ -610,6 +611,10 @@ class NormalMixture(Mixture):
     def __init__(self, w, mu, sigma=None, tau=None, sd=None, comp_shape=(), *args, **kwargs):
         if sd is not None:
             sigma = sd
+        warnings.warn(
+            "sd is deprecated, use sigma instead",
+            DeprecationWarning
+        )
         _, sigma = get_tau_sigma(tau=tau, sigma=sigma)
 
         self.mu = mu = tt.as_tensor_variable(mu)