Flat prior

Topic of Conjugate analysis for normal models, part of Bayesian statistics

Flat prior

Type Topic
Taught in Conjugate analysis for normal models
Part Bayesian statistics
Questions using it 3

A prior density that is constant in the parameter. On an unbounded parameter it is improper. The posterior is then proportional to the likelihood, so its mode is the maximum likelihood estimate; a flat prior is flat only on the scale chosen, not on transformations of it.

In Conjugate analysis for normal models

A proper approximation to the flat prior

Used in

See also

Likelihood function · Maximum likelihood · A proper approximation to the flat prior · Maximum a posteriori estimate · Normal–Normal model · Normal–Normal conjugacy · Precision weighting · Inverse-Gamma distribution

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