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To enable the user to connect with no password, include no IDENTIFIED BY clause:
CREATE USER 'jeffrey'@'localhost';
In this case, the account uses built-in authentication. Clients must provide no password when they connect.
However, an account with no password is insecure. To avoid this, use SET PASSWORD to set the account password.
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~ mysql -uroot -e "select User,Host from user" mysql
+------+-----------+
| User | Host |
+------+-----------+
| root | 127.0.0.1 |
| | localhost |
| root | localhost |
+------+-----------+