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February 2013 Beta generalized distributions and related exponentiated models: A Bayesian approach
Jorge A. Achcar, Emílio A. Coelho-Barros, Gauss M. Cordeiro
Braz. J. Probab. Stat. 27(1): 1-19 (February 2013). DOI: 10.1214/10-BJPS133

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.

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Jorge A. Achcar. Emílio A. Coelho-Barros. Gauss M. Cordeiro. "Beta generalized distributions and related exponentiated models: A Bayesian approach." Braz. J. Probab. Stat. 27 (1) 1 - 19, February 2013. https://doi.org/10.1214/10-BJPS133

Information

Published: February 2013
First available in Project Euclid: 16 October 2012

zbMATH: 1319.62027
MathSciNet: MR2991775
Digital Object Identifier: 10.1214/10-BJPS133

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

Rights: Copyright © 2013 Brazilian Statistical Association

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Vol.27 • No. 1 • February 2013
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