Question: 7.1 Jeffreys' prior: For the multivariate normal model, Jeffreys' rule for gen- erating a prior distribution on (0, E) gives py (0, E) x X-(2+2)/2

7.1 Jeffreys' prior: For the multivariate normal model, Jeffreys' rule for gen- erating a prior distribution on (0, E) gives py (0, E) x X-(2+2)/2 a) Explain why the function py cannot actually be a probability density for (0, E). b) Let pJ(0, Ely1, . ..,Un) be the probability density that is proportional topJ(0, E) xp(y1, . .., yn 0, E). Obtain the form of p, (0, E y 1, . . ., yn), PJ( 0| E, y, . .., y ) and py(Ely , ..., y.)

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