3 ms·
What would you do if you see an observation outside of the interval?
by tesdinger 3y ago
What would you do if you see an observation outside of the interval?
- kgwgk 3y agoUse a larger interval? As I said, you can define the improper uniform prior solution as the limit of a sequence of solutions corresponding to a sequence of increasingly wider intervals with endpoints that go to +/-infinity. (And as I said, you can start with a suitably huge region. Say that you want to determine the position of something and use a uniform prior that extends to a distance of 10^27m - a perfectly bounded prior from a mathematical point of view that covers the whole observable universe. If you observe something outside it, it’s not with the prior that you have a problem.)