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Aug 6, 2020 at 12:35 history edited Xi'an CC BY-SA 4.0
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Nov 9, 2015 at 18:53 comment added Xi'an From my brief correspondence with Maurice Dumas in the early 1990's, I remember that he wrote a Note aux Comptes-Rendus de l'Académie des Sciences, where he uses the $\log()$ and $\text{logit}()$ transforms to derive "invariant" priors.
Nov 9, 2015 at 18:39 history edited whuber CC BY-SA 3.0
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Nov 9, 2015 at 18:18 history edited Neil G CC BY-SA 3.0
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Nov 7, 2015 at 8:36 history edited Xi'an CC BY-SA 3.0
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Nov 6, 2015 at 21:23 comment added Xi'an As far as I remember, Lhoste's invariance result is restricted to the transforms $\log\sigma$ and $\log p/(1-p)$ for parameters on $(0,\infty)$ and $(0,1)$, respectively. Other transforms from $(0,\infty)$ and $(0,1)$ to $\mathbb{R}$ will result in different priors.
Nov 6, 2015 at 21:21 history edited Xi'an CC BY-SA 3.0
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Nov 6, 2015 at 20:56 history edited Xi'an CC BY-SA 3.0
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Nov 6, 2015 at 19:29 review Low quality posts
Nov 6, 2015 at 20:56
Nov 6, 2015 at 18:45 review Late answers
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Nov 6, 2015 at 18:30 review First posts
Nov 6, 2015 at 19:38
Nov 6, 2015 at 18:27 history answered Heymann CC BY-SA 3.0