Let X1,...,Xm and Y1,...,Yn be independently distributed as N(, 2) and N(, 2) respectively, and let (,

Let X1,...,Xm and Y1,...,Yn be independently distributed as N(ξ, σ2) and N(η, σ2) respectively, and let (ξ, η, σ) have the joint improper prior density given by

π(ξ, η, σ) dξ dη dσ = dξ dη · 1

σ dσ for all − ∞ < ξ, η < ∞, 0 < σ.

Under these assumptions, extend the results of Examples 5.7.3 and 5.7.4 to inferences concerning (i) η − ξ and (ii) σ.