# Questions tagged [prior]

In Bayesian statistics a prior distribution formalizes information or knowledge (often subjective), available before a sample is seen, in the form of a probability distribution. A distribution with large spread is used when little is known about the parameter(s), while a more narrow prior distribution represents a greater degree of information.

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### What is a non-informative choice of parameters for a Dirichlet distribution?

Dirichlet distribution is a conjugate prior for multinomial distribution. I want to impose a non-informative prior over sampling weights $\pi$ for a draw $x=(x_1,…,x_N)$ from a multinomial ...
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### On the choice of prior in Bayesian Bootstrap

Let $d=(d_1,…,d_K)$ be a vector of all the possible values that the data $x=(x_1,…,x_N)$ could possibly take. Then, each $x_i$ is modeled as being drawn from the $K$ possible values where the ...
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### Bayesian prior update feedback

Consider a standard Bayesian MCMC inference problem with $\theta_n$ free parameters. I know very little about their distributions, so I solve using uniform priors. Then I take, for example, the mean ...
63 views

### Computing Mode of Prior

How do you compute the mode of a prior with beta distribution $(\alpha, \beta)$?
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### Prior Predictive Distribution for hierarchical model

What I need to do is figure out the prior predictive distribution for the following mixed model: \begin{align*} y_{ij} & \sim \mathsf{Normal}(\alpha_j + \beta x_i, \sigma^2)\\ \alpha_j & \...
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### why Beta(1,1) is an improper prior

While I am looking for the sun-rise problem, in part of prior selection they said that ... in a section of Beta distribution https://en.wikipedia.org/wiki/...
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### Conjugate priors calculation [duplicate]

I am following the Bayesian Methods for Machine Learning course on Coursera. Unfortunately, it glosses over many details, and I am struggling to understand how to check if a distribution is a ...
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### Does quadratic loss find the median of the prior distribution?

Does quadratic loss find the median of the prior distribution? Someone told me linear loss finds the mean, all-nothing loss function finds the mode of the prior.
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### Pick a prior for my bayesian generalised linear model with binary outcomes

I need help in my choice of a prior for a bayesian model. I have data from a set of participants responding to a set of yes/no questions. Answers are correct or incorrect. I suspect some questions ...