6533b85bfe1ef96bd12bb39a

RESEARCH PRODUCT

Unacceptable implications of the left haar measure in a standard normal theory inference problem

Jose M Bernardo

subject

Statistics and ProbabilityNormal distributionStatisticsPrior probabilityInferenceHaarStatistics Probability and UncertaintyInvariant (mathematics)Standard normal tableMeasure (mathematics)MathematicsHaar measure

description

For a very common statistical problem, inference about the mean of a normal random variable, some inadmissible consequences of the left Haar invariant prior measure, which is that recommended as a suitable prior by Jeffreys’ multivariate rule and by the methods of Villegas and Kashyap, are uncovered and investigated.

https://doi.org/10.1007/bf02888724