Hi, I use a Half Cauchy prior for the standard deviation parameter of a Normal distribution in a hierarchical model. I saw that in most PyMC3’s examples, the parameter of this distribution is fixed to \beta=0.5. However, I guess that this choice is not arbitrary and that it must be related in som…

How to chose beta for Half Cauchy distribution?

tboutelier November 8, 2019, 2:16pm 5

Hi Alex, thanks for your comments!

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