Where did the probability go?

Topic: Conjugate analysis for normal models · more questions on this topic
‹ Four limiting checks Find the prior rather than recalling it ›

For \mu\sim\operatorname{Unif}(-C,C), compute \mathbb{P}(|\mu|\leq M) for fixed M<C. Show that it tends to zero as C\to\infty and explain why the improper flat kernel is not a probability distribution obtained by taking an ordinary weak limit.

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