Question: Jeffreys Prior for Matrix Case h In this problem we will consider a model which has a twodimensional parameter. Then you will calculate Jeffrey's prior


Jeffreys Prior for Matrix Case h In this problem we will consider a model which has a twodimensional parameter. Then you will calculate Jeffrey's prior using the Fisher information matrix. \"d Suppose that X1, . . . , X Eu N01, 0'2), where ,u. and 0'2 are unknown. In this case, the Fisher information matrix I (6) for 6' = (p, 02)T will be a 2 x 2 matrix, where the offdiagonal entries are 0. . Find (1(6))11. . Find (I (6))22. - Using your answers to the previous part, determine Jeffreys prior, 71' (6), in terms of p. and 0'. Express your answer in such a form that ((1, 1)T) = 1. iii STANDARD NOTATION You have used 0 of 3 attempts Save
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