Module 3.6: Noninformative and improper priors

Required:

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Section 5.3: Joint inference for the mean and variance (pages 78-79)
  • Section 5.7: Discussion and further references

Optional:

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Section 2.8: Noninformative prior distributions
  • Section 3.1: Averaging over ‘nuisance’ parameters
  • Section 3.2: Normal data with noninformative prior distribution