Those who follow Harold Jeffreys in using improper priors together with likelihoods to determine posteriors have thought of the improper measures as probability measures of a deviant sort. This is a mistake. Probability measures are finite measures. Improper distributions generate σ-finite measures. (...)
@article{urn:eudml:doc:40657, title = {Comment on "On some statistical paradoxes and non-conglomerability" by Bruce Hill.}, journal = {Trabajos de Estad\'\i stica e Investigaci\'on Operativa}, volume = {32}, year = {1981}, pages = {135-141}, zbl = {0506.62001}, mrnumber = {MR0697204}, language = {en}, url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40657} }
Levi, Isaac. Comment on "On some statistical paradoxes and non-conglomerability" by Bruce Hill.. Trabajos de Estadística e Investigación Operativa, Tome 32 (1981) pp. 135-141. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40657/