Math, Music Occasionally, and Stats
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bayesian-statistics
Proof of the invariance of Jeffreys' prior
Views and opinions expressed are solely my own. As I have been learning Bayesian statistics, one result that I have been somewhat aware of but have found it very difficult to find a proof of is the following statement: Jeffreys’ prior is invariant.
Last updated on Jul 14, 2024
3 min read
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