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arXiv · 2309.13432

Objective Bayesian analysis for the generalized exponential distribution

Aojun Li·Keying Ye·Min Wang
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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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Aojun Li, Keying Ye, Min Wang. 2023-09-23. Objective Bayesian analysis for the generalized exponential distribution. https://arxiv.org/abs/2309.13432

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