The vector sum of a white noise in an unknown hyperspace and an Ornstein-Uhlenbeck process in an unknown line is observed through sharp linear test functions over a finite time span. The parameters associated with the white noise (including the hyperplane) are determinable with precision and...

Let the vector X = [X1, ..., Xp]t have a multivariate normal distribution with unknown population mean vector [mu] and variance-covariance matrix [summation operator]. This paper develops minimally informative priors (in the sense of Bernardo) for use when the parameter of interest is either the...