The reference prior algorithm (Berger and Bernardo, 1992) is applied to locationscale models with any regular sampling density. A number of two-sample problems is analyzed in this general context, extending the dierence, ratio and product of Normal means problems outside Normality, while...

The Bayesian estimators for the unknown parameters of the bivariate Marshall–Olkin exponential distribution under noninformative priors have been considered and several reference priors have been derived. A class of priors is found by matching the coverage probability of one-side Bayesian...