Bayesian estimation of generalized exponential distribution under noninformative priors

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dc.contributor.authorMoala, Fernando Antonio [UNESP]
dc.contributor.authorAchcar, Jorge Alberto
dc.contributor.authorDamasceno Tomazella, Vera Lucia
dc.contributor.institutionUniversidade Estadual Paulista (Unesp)
dc.date.accessioned2014-05-20T15:32:10Z
dc.date.available2014-05-20T15:32:10Z
dc.date.issued2012-01-01
dc.description.abstractThe generalized exponential distribution, proposed by Gupta and Kundu (1999), is a good alternative to standard lifetime distributions as exponential, Weibull or gamma. Several authors have considered the problem of Bayesian estimation of the parameters of generalized exponential distribution, assuming independent gamma priors and other informative priors. In this paper, we consider a Bayesian analysis of the generalized exponential distribution by assuming the conventional non-informative prior distributions, as Jeffreys and reference prior, to estimate the parameters. These priors are compared with independent gamma priors for both parameters. The comparison is carried out by examining the frequentist coverage probabilities of Bayesian credible intervals. We shown that maximal data information prior implies in an improper posterior distribution for the parameters of a generalized exponential distribution. It is also shown that the choice of a parameter of interest is very important for the reference prior. The different choices lead to different reference priors in this case. Numerical inference is illustrated for the parameters by considering data set of different sizes and using MCMC (Markov Chain Monte Carlo) methods.en
dc.description.affiliationUNESP, FCT, Presidente Prudente, Brazil
dc.description.affiliationUnespUNESP, FCT, Presidente Prudente, Brazil
dc.format.extent230-242
dc.identifierhttp://dx.doi.org/10.1063/1.4759607
dc.identifier.citationXi Brazilian Meeting on Bayesian Statistics (ebeb 2012). Melville: Amer Inst Physics, v. 1490, p. 230-242, 2012.
dc.identifier.doi10.1063/1.4759607
dc.identifier.issn0094-243X
dc.identifier.lattes1621269552366697
dc.identifier.orcid0000-0002-2445-0407
dc.identifier.urihttp://hdl.handle.net/11449/41142
dc.identifier.wosWOS:000310688900024
dc.language.isoeng
dc.publisherAmer Inst Physics
dc.relation.ispartofXi Brazilian Meeting on Bayesian Statistics (ebeb 2012)
dc.rights.accessRightsAcesso aberto
dc.sourceWeb of Science
dc.subjectGeneralized exponential distributionen
dc.subjectJeffreys priorsen
dc.subjectMDIPen
dc.subjectreferenceen
dc.subjectBayesian analysisen
dc.subjectMCMC methodsen
dc.titleBayesian estimation of generalized exponential distribution under noninformative priorsen
dc.typeTrabalho apresentado em evento
dcterms.licensehttp://www.aip.org/pubservs/web_posting_guidelines.html
dcterms.rightsHolderAmer Inst Physics
unesp.author.lattes1621269552366697[1]
unesp.author.orcid0000-0002-6780-2089[3]
unesp.author.orcid0000-0002-2445-0407[1]
unesp.campusUniversidade Estadual Paulista (Unesp), Faculdade de Ciências e Tecnologia, Presidente Prudentept
unesp.departmentEstatística - FCTpt

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Presidente Prudente - FCT - Faculdade de Ciências e Tecnologia