Open AccessAn invariant form for the prior probability in estimation problems
Author(s) -
H JEFFREYS
Publication year - 1946
Publication title -
proceedings of the royal society of london. series a, mathematical and physical sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.814
H-Index - 135
eISSN - 2053-9169
pISSN - 0080-4630
DOI - 10.1098/rspa.1946.0056
Subject(s) - differentiable function , mathematics , invariant (physics) , scale invariance , class (philosophy) , estimation , mathematical analysis , pure mathematics , statistics , computer science , artificial intelligence , economics , management , mathematical physics
It is shown that a certain differential form depending on the values of the parameters in a law of chance is invariant for all transformations of the parameters when the law is differentiable with regard to all parameters. For laws containing a location and a scale parameter a form with a somewhat restricted type of invariance is found even when the law is not everywhere differentiable with regard to the parameters. This form has the properties required to give a general rule for stating the prior probability in a large class of estimation problems.