No doubt about it, Larry Wasserman* is a smart guy. Unfortunately, that section isn’t his finest work. The normal prior example compares apples and oranges as discussed here, and the normalizing constant paradox analysis is just wrong, as LW himself discusses here.
* I’m just a teeny bit jealous that his initials are “LW”. How awesome would that be?
No doubt about it, Larry Wasserman* is a smart guy. Unfortunately, that section isn’t his finest work. The normal prior example compares apples and oranges as discussed here, and the normalizing constant paradox analysis is just wrong, as LW himself discusses here.
* I’m just a teeny bit jealous that his initials are “LW”. How awesome would that be?