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DanielLC comments on Against improper priors - Less Wrong Discussion

2 Post author: DanielLC 26 July 2011 11:50PM

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Comment author: DanielLC 27 July 2011 03:23:54AM 0 points [-]

Edited to add this.

Comment author: Douglas_Knight 27 July 2011 05:09:55AM 2 points [-]

Your new first paragraph is not the definition. Partly it goes opposite the definition and partly it is orthogonal. It is so confused, I'm surprised that the other material is (or looked) correct. You should separate your consideration of continuous priors from improper priors. An example of an improper prior in a discrete setting is the uniform prior on positive integers. Another example is the prior p(n) = 1/n.

Comment author: jsalvatier 27 July 2011 07:31:06PM 0 points [-]

I am also confused. More specifically, improper priors are priors that integrate to infinity and thus cannot be normalized.

Comment author: Douglas_Knight 28 July 2011 01:51:05AM 0 points [-]

That's almost the definition, except that improper priors are not priors.
Is that your confusion?

Comment author: jsalvatier 28 July 2011 03:06:26AM 0 points [-]

No, I mean I share your confusion that the rest of the conversation appeared reasonable given the incorrect definition in the post.

Comment author: Douglas_Knight 28 July 2011 04:28:33AM 0 points [-]

Sorry. Probably part of the miscommunication is that I used "confused" to describe Daniel LC and "surprised" to describe myself.