On 2012-11-27, majeti dinesh <email@example.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 n-dimensional 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 firstname.lastname@example.org Phone: (765)494-6054 FAX: (765)494-0558