 For example, consider again the estimation of an unknown population variance σ2 of a Normal distribution with unknown mean, where it is desired to optimise "c" in the expected loss function

A standard choice of uninformative prior for this problem is the Jeffreys prior, formula_64, which is equivalent to adopting a rescaling-invariant flat prior for ln(σ2).One consequence of adopting this prior is that "S"2/σ2 remains a pivotal quantity, i.e.the probability distribution of "S"2/σ2 depends only on "S"2/σ2, independent of the value of "S"2 or σ2