Talk:Jeffreys prior

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[edit] Fisher Information Matrix

It's not clear from this article what do to for priors with multiple parameters. In that case it's the square root of the determinant of the Fisher information matrix. I haven't edited it though because I wonder whether the term "Fisher information" conventionally encompasses this definition... the Fisher information entry doesn't say as much though so either this or that entry ought to be amended. --Russell E 04:44, 27 March 2006 (UTC)

[edit] Wht is o?

The main article keeps referring to

o

without ever defining it. Not helpful at all...

David B. Benson 21:28, 24 August 2007 (UTC)

[edit] frequentist judgement

Do others disagree with the appropriateness of the recently added text reading, "In general, use of Jeffreys priors violates the likelihood principle; many statisticians therefore regard their use as unjustified." Pdbailey (talk) 03:53, 13 December 2007 (UTC)

note on likelihood principle

I added the line about Jeffreys priors violating the likelihood principle. This is directly deducible from the referenced page on the likelihood principle. Many statisticians regard this as one reason why Jeffreys priors are not justified - this would include just about every "subjectivist" Bayesian, for instance, including me (a professor of Statistics at the University of Toronto).

The page ends with a description of it as a stub, so I don't think extensive references can be expected. I don't have time to write more - I just came across it casually and noted that the current stub is a one-sided justification (without references) of what is actually a controversial method. Radford Neal (talk) 05:08, 20 December 2007 (UTC)