A student writes:

I have a question about an earlier recommendation of yours on the election of the prior distribution for the precision hyperparameter of a normal distribution, and a reference for the recommendation. If I recall correctly I have read that you have suggested to use Gamma(1.4, 0.4) instead of Gamma(0.01,0.01) for the prior distribution of the precision hyper parameter of a normal distribution.

I would very much appreciate if you would have the time to point me to this publication of yours. The reason is that I have used the prior distribution (Gamma(1.4, 0.4)) in a study which we now revise for publication, and where a reviewer question the choice of the distribution (claiming that it is too informative!).

I am well aware of that you in recent publications (Prior distributions for variance parameters in hierarchical models. Bayesian Analysis; Data Analysis using regression and multilevel/hierarchical models) suggest to model the precision as pow(standard deviation, -2) and to use either a Uniform or a Half-Cauchy distribution. However, since our model was fitted before I saw these publications, I would much like to find your earlier recommendation (which works fine!).

My reply: I’ve never heard of a Gamma (1.4, 0.4) distribution. I have no idea where this came from! But I can believe that it might work well–it would depend on the application.

Gamma (1.4, 0.4)?? Perhaps this was created by matching some moments or quantiles???