摘要：We discuss Rubio and Steel (2014). We discuss whether Jeffreys priors are worth the attention given to them, then move on to discuss the concepts of valid Bayesian inference and benchmark Bayesian inference. We briefly investigate the skew-normal and skew-t(4) models for variables in the Australian Institute of Sport (AIS) data to investigate the range of estimates that occur for the skewness parameter. The discussion closes by wondering whether we shouldn’t just use a Dirichlet Process Mixture instead of a skew-normal or skew-t.
