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math.ST2016
A Property of the Kullback--Leibler Divergence for Location-scale Models
Cristiano Villa
In this paper, we discuss a property of the Kullback--Leibler divergence measured between two models of the family of the location-scale distributions. We show that, if model …
math.ST2015
On the Mathematics of the Jeffreys-Lindley Paradox
Cristiano Villa, Stephen Walker
This paper is concerned with the well known Jeffreys-Lindley paradox. In a Bayesian set up, the so-called paradox arises when a point null hypothesis is tested and an objective pri…