Beta generalized distributions and related exponentiated models: A Bayesian approach

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.