Uniformity depends on a domain
Remark taught in Hierarchical Bayes, part of Bayesian statistics
Uniformity depends on a domain
| Type | Remark |
| Taught in | Hierarchical Bayes |
| Part | Bayesian statistics |
The Jacobian calculation is local; calling the prior “uniform in (u,v)” also requires a stated domain. Over an unbounded or boundary-touching domain the density is improper, so the transformed expression is a modelling choice, not an automatic noninformative prior.
Used in
- Taught in Hierarchical Bayes, where the derivation and examples are.
- All 9 questions on Hierarchical Bayes
See also
Hierarchical Bayesian model · Hyperparameter · Normal hierarchical shrinkage · Exchangeability · Empirical Bayes · Study-rate full conditional · Marginal hyperposterior · Grid Monte Carlo approximation