4 votes

Significance of parameterisation invariance of Jeffreys prior

I think I see your point. If you define a prior probability density by $\pi_{\theta}(x) = \frac{d}{d\theta}F(\theta)$ then under (nice) reparametrization $\lambda(\theta)$, you get that that $\pi_{\...
Pohoua's user avatar
  • 2,568
3 votes

What is the right Haar prior for the Weibull distribution?

The stack-exchange effect: you think about something for 3 days, fail to answer it, post a question on stack-exchange, and then come up with an answer yourself 20 minutes later. A 'simple' way to an ...
Stephen Jewson's user avatar
2 votes

Example of a uniform prior not being objective

A simple example is when data are binomial. If you place a uniform prior on $p$ from 0 to 1, then the posterior distribution of $p$ is $Beta(x+1,n-x+1)$, so we can see that a flat prior on p is ...
jsk's user avatar
  • 3,112
1 vote

Is there any strong argument about objective/non-informative improper prior?

Marginalisation paradoxes are fascinating and I always mention them in my Bayesian class, because I think they illustrate the limitations of how much one can interpret an improper prior. There is a ...
Xi'an's user avatar
  • 105k

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