A Measure of Uncertainty regarding the Interval Constraint of Normal Mean Elicited by Two Stages of a Prior Hierarchy

Figure 1

Plots of Diff_Ent=Ent(𝜋₃(𝜃))−Ent(𝜋₂(𝜃)) for different values of 𝛿∈(0,1) and 𝜎² for the cases where (a) Θ=[−1.0,0] and (b) Θ=[−1.0,1.5].

(a)

(b)