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Jeffreys Prior for Matrix Case 0/3 points (graded) In this problem we will consider a model which has a two-dimensional parameter. Then you will calculate
Jeffreys Prior for Matrix Case 0/3 points (graded) In this problem we will consider a model which has a two-dimensional parameter. Then you will calculate Jeffrey's prior using the Fisher information matrix. Suppose that , where and are unknown. In this case, the Fisher information matrix for will be a matrix, where the off-diagonal entries are 0
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