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2
votes
0answers
23 views

Conditional distribution with Jeffreys’ Prior [closed]

If $\pi(\mu,\sigma)$ corresponds to $N(\mu,\sigma^2)\times\mu^{-1/2}$, what is $\pi(\mu|\sigma)$?
1
vote
1answer
397 views

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 $p(\theta,\phi)\propto \phi^{-3/2}$.
1
vote
1answer
636 views

When using Jeffrey's prior for Normal model, what is $p_J(\theta, \sigma^{2} | y_{1}, …, y_{n})$ supposed to be?

I'm reading A First Course in Bayesian Statistical Methods by P. Hoff where he is using Jeffrey's prior (J) and Unit information prior (U) for Normal model. For example we can derive Jeffrey's prior ...
10
votes
3answers
9k views

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 ...