Hi, Sorry for the super simple question - but I am trying to understand what happens when we set an unbounded Normal or Cauchy prior on a scale parameter that is bounded to be positive. For example, here (taken from stan manual) sigma is bounded to be positive but the prior is a Cauchy that can be negative…

Thanks,

Nitzan

```
parameters {
vector[K] alpha;
vector<lower=0>[K] sigma;
...
transformed parameters {
...
}
model {
sigma ~ cauchy(0, 5);
alpha ~ std_normal();
// implies: beta ~ multi_normal(mu,
// diag_matrix(sigma) * L * L' * diag_matrix(sigma)))
...
```

i