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A better approch?

Posted By: Maik Stiebler
Date: Thursday, 5 November 2009, at 9:19 p.m.

In Response To: A better approch? (Timothy Chow)

I was taking it for granted that we were talking about a uniform distribution on a finite interval.

I agree that in that case it is not true that the posterior is a Gaussian. I also agree that a uniform prior on a huge interval does not make much sense when we are talking about backgammon equities, but priors like that seem to be common among Bayesian practitioners.

There is no uniform distribution on the whole real line.

I'm not qualified to discuss this, but I note that the authors of the slides don't seem to have a problem with that notion (see slide 17, which by the way is followed by another interesting result on the bottom of slide 19).

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