Category: conjugate priors

dominating measure

Yet another question on X validated reminded me of a discussion I had once  with Jay Kadane when visiting Carnegie Mellon in Pittsburgh. Namely the fundamentally ill-posed nature of conjugate priors. Indeed, when considering the definition of a conjugate family as being a parameterised family Þ of distributions over the parameter space Θ stable under […]

I’m getting the point

A long-winded X validated discussion on the [textbook] mean-variance conjugate posterior for the Normal model left me [mildly] depressed at the point and use of answering questions on this forum. Especially as it came at the same time as a catastrophic outcome for my mathematical statistics exam.  Possibly an incentive to quit X validated as […]

I’m getting the point

A long-winded X validated discussion on the [textbook] mean-variance conjugate posterior for the Normal model left me [mildly] depressed at the point and use of answering questions on this forum. Especially as it came at the same time as a catastrophic outcome for my mathematical statistics exam.  Possibly an incentive to quit X validated as […]