  BVI photometry of the Magellanic Clouds collected during the OGLE-II
microlensing experiment makes it possible to study in detail photometric
properties of the "major" stellar distance indicators in the Magellanic Clouds.
In addition to Cepheids, RR Lyr and red clump stars, which photometry was
presented in the earlier OGLE papers, we present the so far most accurate
determination of brightness of the tip of the red giant branch in the LMC and
SMC. We analyze the ratios of brightness of all four distance indicators in the
LMC and SMC. Additionally, we include in our analysis, when possible,
photometric data of the distance indicators in the metal poor Carina dwarf
galaxy for which photometry was also collected during the OGLE-II experiment.
The analysis is largely differential, free from zero point and extinction
uncertainties. The main conclusion is that the distance scales resulting from
all four stellar distance indicators are fully consistent with each other.
Therefore the distance scale problem is not a problem resulting from different
distances yielded by distance indicators, but rather a problem of the proper
zero point of this common distance scale. All four stellar distance indicators
have to be treated as an ensemble, and any determination of the zero point for
one of them must predict reasonable luminosities of the others. This puts
strong constraints on many proposed calibrations of distance indicators. For
example, very bright calibrations of Cepheids or RR Lyr can practically be
ruled out. (Abridged).
