Question
Back to all questions

Can Bayesian inference always be done with improper priors? If not, when can it be done?

Tags

quant-research
data-analyst
Technical

Approach this question by first understanding what an improper prior is. Remember that improper priors are those that do not integrate to one and thus cannot represent valid probability distributions. Focus on the conditions under which these priors can lead to proper posteriors. It's also important to discuss when it is inappropriate to use improper priors due to the possibility of yielding non-normalizable posteriors.

Companies Asking this quesiton.

Medium Difficulty

Medium questions delve deeper, challenging you to apply your knowledge to common scenarios. They test your ability to think on your feet and adapt your basic skills to real-world contexts.

Technical question

Technical questions probe into your industry-specific knowledge and skills. They require precise answers and are an opportunity to show your expertise and practical abilities in your field.

Leaderboard for Can you always use improper priors in Bayesian inference, and if not, under what conditions can you use them??”