Brazilian Journal of Probability and Statistics

Beta generalized distributions and related exponentiated models: A Bayesian approach

Jorge A. Achcar, Emílio A. Coelho-Barros, and Gauss M. Cordeiro

Full-text: Open access

Abstract

We introduce a Bayesian analysis for beta generalized distributions and related exponentiated models. We review the exponentiated exponential, exponentiated Weibull and beta generalized exponential distributions. These distributions have been proposed as alternative extensions of the gamma and Weibull distributions in the analysis of lifetime data. Some posterior summaries of interest are obtained using Monte Carlo Markov chain (MCMC) methods. An application to a real data set is given to illustrate the potentiality of the Bayesian analysis.

Article information

Source
Braz. J. Probab. Stat., Volume 27, Number 1 (2013), 1-19.

Dates
First available in Project Euclid: 16 October 2012

Permanent link to this document
https://projecteuclid.org/euclid.bjps/1350394626

Digital Object Identifier
doi:10.1214/10-BJPS133

Mathematical Reviews number (MathSciNet)
MR2991775

Zentralblatt MATH identifier
1319.62027

Keywords
Beta generalized exponential distribution exponentiated exponential distribution exponentiated Weibull distribution information matrix maximum likelihood estimation

Citation

Achcar, Jorge A.; Coelho-Barros, Emílio A.; Cordeiro, Gauss M. Beta generalized distributions and related exponentiated models: A Bayesian approach. Braz. J. Probab. Stat. 27 (2013), no. 1, 1--19. doi:10.1214/10-BJPS133. https://projecteuclid.org/euclid.bjps/1350394626


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