Log-uniform distribution 2026-10-07
For , this density makes uniform between and . It is a proper finite-interval version of the scale-invariant prior. The chosen logarithm base changes only the endpoint coordinates.
For with , the change of variables gives
Equivalently,
This is the scale-invariant prior as a measure. Because its integral over diverges, it is an improper prior, not a normalized probability distribution on that range.