up vote
6
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accepted
Parameters in linear predictor are t-distributed. When the number of records goes to infinity, it converges to normal distribution. So yes, normally it is considered correct to assume normal distribution of parameters.
Anyways, in bayesian statistics, you need not to assume parameter distribution. Normally you specify so called uninformative priors. For each case, different uninformative priors are recommended. In this case, people often use something like (you can tweak the values of course):
dunif(-100000, 100000)
or
dnorm(0, 1/10^10)
The second one is preferred, because it is not limited to particular values. With uninformative priors, you have take no risk. You can of course limit them to particular interval, but be careful.
So, you specify uninformative prior and the parameter distribution will come out itself! No need to make any assumptions about it.