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 reference prior algorithm (Berger and Bernardo 1992) is applied to multivariate location-scale models with any regular sampling density, where we establish the irrelevance of the usual assumption of Normal sampling if our interest is in either the location or the scale. This result...