Objective Bayesian analysis for the generalized exponential distribution

Autor:	Li, Aojun, Ye, Keying, Wang, Min
Rok vydání:	2023
Předmět:	Statistics - Methodology Mathematics - Statistics Theory
Druh dokumentu:	Working Paper
Popis:	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. Comment: 13 pages, 5 figures, 2 tables
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2309.13432 Zobrazit plný text záznamu View this record from Arxiv