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Exercise 1 (4 points total). Consider a vector y=(y1,,yn) of n independent observations from a
univariate Normal distribution, N(,2), with both and 2 unknown model parameters. The Jeffreys'
prior distribution for this model has p()1 and p(2)21, with and 2 prior independent such that the
joint prior distribution is p(,2)21 Show that this corresponds to a flat/uniform prior distribution on (,
log), i.e., p(,log)1

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Exercise 1 4 points total Consider a vector yy1yn o.pdf

  • 1. Exercise 1 (4 points total). Consider a vector y=(y1,,yn) of n independent observations from a univariate Normal distribution, N(,2), with both and 2 unknown model parameters. The Jeffreys' prior distribution for this model has p()1 and p(2)21, with and 2 prior independent such that the joint prior distribution is p(,2)21 Show that this corresponds to a flat/uniform prior distribution on (, log), i.e., p(,log)1