Question: Express in your own words the arguments given by Jeffreys (1961, Section 5.2) in favour of a Cauchy distribution in the problem discussed in the

Express in your own words the arguments given by Jeffreys (1961, Section 5.2) in favour of a Cauchy distribution

P(0) = 1  T +(000)

in the problem discussed in the previous question.


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Lindley (1957) originally discussed his paradox under slightly different assumptions from those made in this book. Follow through the reasoning used in Section 4.5 with P1 (θ) representing a uniform distribution on the interval (θ- ½ τ, θ+ ½τ) to find the corresponding Bayes factor assuming that τ≫ ϕ > / n, so that an N(µ, ϕ / n) variable lies in this interval with very high probability. Check that your answers are unlikely to disagree with those found in Section 4.5 under the assumption that P1 (θ) represents a normal density. 

P(0) = 1 T +(000)

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