Figure 1

Square root of the relative mean squared error (RMSE), as a function of p , of posterior mode (black lines) and posterior median (blue lines) of p and σ based on the reference priors${\mathit{\pi }}^{{\mathit{r}}_1}$ (solid lines),${\mathit{\pi }}^{{\mathit{r}}_2}$ (dashed lines),${\mathit{\pi }}^{{\mathit{r}}_3}$ (long-dashed lines) and the noninformative prior π^U (dotted lines). Sample sizes: n=30, 50 and 100.