I have been reading about noninformative priors. Two of the most popular priors of this kind seem to be the Jeffreys prior and the reference prior. The Jeffreys prior has a clear construction, being the square root of the determinant of the Fisher information matrix. However, the construction of the reference prior doesn't seem intuitive at all to me. Is there an intuitive way of calculating the reference prior or does one have to engulf the whole paper THE FORMAL DEFINITION OF REFERENCE PRIORS in order to understand it?


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