On 28 Mar 2004 19:57:46 GMT, [EMAIL PROTECTED] (Radford Neal) wrote: >You don't say what led you to think that you want to do this, but I >might speculate that you've encountered the idea, distressingly >common in Bayesian papers, that the gamma(0.001,0.001) distribution >is "vague", and suitable as a prior distribution in situations with >little knowledge. As an examination of a sample from this >distribution will show, this idea is utterly wrong.
Hi Radford. Just to be provocative: What would you expect to see when you sampled from a vague distribution? The idea that gamma(0.001,0.001) is vague comes from the fact that the density approximates 1/x pretty well. If it would make sense to call the improper prior 1/x vague, then gamma(0.001, 0.001) is pretty close to being vague. Duncan Murdoch . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
