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Re: uniform prior
Posted:
Nov 28, 2012 3:50 PM


On 20121127, majeti dinesh <dinesh.majeti@gmail.com> wrote: > Hi, > Does anyone know how to compute the uniform reference prior for mean of a gaussian distribution i.e., > I want to compute P(mean) > where mean is a vector with 3 elements.
Define your terms; I even object to the use of reference prior. The uniform measure on ndimensional space is the "usual" one; for n at least 3, the estimates, while minimax, are generally not admissible with respect to the usual loss functions.
 This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Department of Statistics, Purdue University hrubin@stat.purdue.edu Phone: (765)4946054 FAX: (765)4940558



