Generalized exponential distribution: Bayesian estimations

  title={Generalized exponential distribution: Bayesian estimations},
  author={Debasis Kundu and Rameshwar D. Gupta},
  journal={Computational Statistics & Data Analysis},
Recently two-parameter generalized exponential distribution has been introduced by the authors. In this paper we consider the Bayes estimators of the unknown parameters under the assumptions of gamma priors on both the shape and scale parameters. The Bayes estimators can not be obtained in explicit forms. Approximate Bayes estimators are computed using the idea of Lindley. We also propose Gibbs sampling procedure to generate samples from the posterior distributions and in turn computing the… CONTINUE READING
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