Introduction to the normal model; noninformative and improper priors

Required:

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Section 5.1: The normal model
  • Section 5.2: Inference for the mean, conditional on the variance

Optional:

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Section 2.5: Estimating a normal mean with known variance
  • Section 2.8: Noninformative prior distributions
  • Section 3.1: Averaging over ‘nuisance’ parameters
  • Section 3.2: Normal data with noninformative prior distribution