[cat picture] In Bayesian Data Analysis, we write, “In general, we call a prior density p(θ) proper if it does not depend on data and integrates to 1.” This was a step forward from the usual understanding which is that a prior density is improper if an infinite integral. But I’m not so thrilled with […] The post Don’t say “improper prior.” Say “non-generative model.” appeared first on Statistical Modeling,…