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August 30th, 2015, 01:23 PM   #1
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Question Prior probability distribution for k [a;b]

Hi folks.

I've a question.

Let k be a parameter which must be estimated. It lies within the interval [a;b], a and b being finite real numbers.

Let us further assume we dispose of a series of measurements X of known standard deviations.
X is a complex function of k.

What are Jeffreys prior and Bernardo's prior?

Many thanks for your answer

Last edited by lotharson; August 30th, 2015 at 02:04 PM.
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August 30th, 2015, 03:34 PM   #2
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Do we dispose of some type of guarantee that these priors imitate the shape of the likelihood in such a way that the posterior distribution delivers us a result close enough to the Maximum Likelihood Estimate?
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