For an Euclidean group
G acting freely on the parameter space, we derive, among several noninformative priors, the reference priors of Berger-Bernardo
and Chang-Eaves for our parameter of interest θ
1, a scalar maximal invariant parametric function. Identifying the nuisance parameter vector with the group element, we derive
a simple structure of the information matrix which is used to obtain different noninformative priors. We compare these priors
using the marginalization paradox and the probability-matching criteria. The Chang-Eaves and the Berger-Bernardo reference
priors appear to be the most attractive choice. Several illustrative examples are considered.
Keywords Right invariant haar density - Left invariant haar density - Reference prior - Information matrix - Marginalization paradox - Probability-matching prior