# Questions tagged [jeffreys-prior]

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### How do I write the Jeffreys prior for error variance in stan? p(mu, sigma1^2, ... , sigmaC^2) propto Prod{ sigmai^-2 }

I need to model the Jeffreys prior for error variance in a heteroscedastic ANOVA design in rstan. That is to say, $\pi(\mu,\sigma_1^2,\dotsb,\sigma_C^2)\varpropto\Pi_{i=1}^{C}\sigma_i^{-2}$. Is the ...
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### Postetior from Jeffrey prior of Normal distribtion

Context I am given a sample from normal distribution $v_i \sim N(\gamma \cdot u_i, \sigma^2)$, $i =1,..., n$. I need to obtain the posterior distribution using Jeffreys prior for $\gamma$. My solution ...
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### What is the relation behind Jeffreys Priors and a variance stabilizing transformation?

I was reading about the Jeffreys prior on wikipedia: Jeffreys Prior and saw that after each example, it describes how a variance-stabilizing transformation turns the Jeffreys prior into a uniform ...
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### Posterior distribution for Gamma scale parameter under the Jeffreys prior

What is the posterior distribution for parameter $b$ with $X \sim Gamma(a,b)$, under the Jeffreys prior? We can assume that $a$ is known. The Jeffreys prior is the square of the Fisher information ...
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### Is Independent jeffreys prior different from independent reference prior?

I have a model involving two scalar parameters $\theta_1$ and $\theta_2$ and derived the Jeffreys prior for $\theta_1$ and $\theta_2$ independently (so for, e.g. $\pi(\theta_1)$, setting in the ...
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### Parametrisation invariance/covariance of the Jeffreys prior

I've been trying to understand what exactly is meant by parametrisation invariance of the Jeffreys prior. Already I've read here that invariance is technically not the best term to use, and that it'...
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### Jeffreys Prior for normal distribution with unknown mean and variance

I am reading up on prior distributions and I calculated Jeffreys prior for a sample of normally distributed random variables with unknown mean and unknown variance. According to my calculations, the ...