Does a proper prior lead always a proper posterior?
I cannot check whether the posterior is proper, so I was wondering if this assumption is always satisfied .
Asked
Active
Viewed 179 times
3
-
Related: http://stats.stackexchange.com/questions/87321/ And Tom Minka's answer there is an answer to this question. – Juho Kokkala Sep 22 '15 at 09:12
-
Thanks for your help, but Tom Minka said that if data is continuos even if the prior is proper, the posterior may be improper. What if data is discrete? – sciury Sep 22 '15 at 10:20