A simple analysis of the exact probability matching prior in the location-scale model
TJ DiCiccio, TA Kuffner, GA Young - The American Statistician, 2017 - Taylor & Francis
It has long been asserted that in univariate location-scale models, when concerned with
inference for either the location or scale parameter, the use of the inverse of the scale …
inference for either the location or scale parameter, the use of the inverse of the scale …