Objective Bayesian analysis for the generalized exponential distribution

2023/09/23 by Li, Aojun, Ye, Keying, Wang, Min
#FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2309.13432

Abstract

In this paper, we consider objective Bayesian inference of the generalized exponential distribution using the independence Jeffreys prior and validate the propriety of the posterior distribution under a family of structured priors. We propose an efficient sampling algorithm via the generalized ratio-of-uniforms method to draw samples for making posterior inference. We carry out simulation studies to assess the finite-sample performance of the proposed Bayesian approach. Finally, a real-data application is provided for illustrative purposes.

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