Statistics

    

The Scale Invariant Prior and Its Generalizations

Authors: Stephen P. Smith

The scale invariant prior is revisited, for a single variance parameter and for a variance-covariance matrix. These results are generalized to develop different scale invariant priors where probability measure is assigned through the sum of variance components that represent partitions of total variance, or through a sum of variance-covariance matrices representing partitions of a total variance-covariance matrix.

Comments: 8 Pages.

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[v1] 2021-03-12 01:15:46

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