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Topic: uniform prior
Replies: 6   Last Post: Dec 4, 2012 2:40 AM

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Herman Rubin

Posts: 359
Registered: 2/4/10
Re: uniform prior
Posted: Nov 28, 2012 3:50 PM
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On 2012-11-27, 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 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
hrubin@stat.purdue.edu Phone: (765)494-6054 FAX: (765)494-0558



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