# Proof question about Jeffreys' prior & normal distribution [closed]

Demonstrate that the Jeffreys' prior for the mean and variance parameters of normally distributed data $x=\{x_1,x_2,x_3,...,x_n\}$ is given by $p(\theta,\phi)\propto \phi^{-3/2}$.

## closed as off-topic by jbowman, mdewey, Juho Kokkala, Michael Chernick, SilverfishFeb 27 '18 at 19:37

This question appears to be off-topic. The users who voted to close gave this specific reason:

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• This looks like self study - what have you done to attempt to solve this yourself? – probabilityislogic Feb 27 '18 at 13:52
• Is this homework? If so, it should be tagged 'self-study'. I think you should give some more background information, regardless. For example, what is $\phi$ and $\theta$ – KenHBS Feb 27 '18 at 13:52

Hint 2: decide whether the variance or the standard deviation is your scale parameter, and stick with that. If you choose the variance, you're taking derivatives with respect to the variance. Some people write the variance as $\sigma^2$, and take derivatives with respect to $\sigma$; this is incorrect.