Adaptive Shrinkage and the Student’s t Prior

Before we get started, I want to say that here may be good reasons to use a normal prior over a Student’s t prior. Statistics may be the science of defaults , but I am not recommending the Student’s t as the default prior for anyone. Rather, this post is going to take a look at some of the properties of the normal prior as they relate to prior data conflict and we’ll see how the Student’s t’s tail…