STAT 201B Lecture 24: Jeffreys prior

• School: Berkeley
• Department: Statistics
• Course: STAT 201B
• Professor: Elizabeth Purdom

Document Summary

- xn lo n f ( xl -0 ) on f- co ) prior pcolxn ) posterior. Frequentist prob = uncertainty long - run frequency. Epistemic uncertainty subjective : create very specific prior based past knowledge x. objective : e. g non - informative prior. Of bounded , truly uniform prior on o. Tru co , i ) f cti xn ) x fcp ) ict ) genic , - p ) n - ex " Beta ( x , b ) ( x i ) c , - p ) n - esta ) - i flat b ) , f = n - ( stl ) Plxnr beta ( ekiti , n - exits ) 8 fco ) fl f- cold i fcflxn ) lfcxnto ) fcf ) xexfc-tzcno2-zno-xdo-lxn~ncx-n. tn. 0 - log (fp ) prior of fcp) - 7 05. Jeffrey "s prior transformation f 0 :fcf) invariant.