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Untitled - UFRJ

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Generalized Exponential Distribution: A Bayesian ApproachUsing MCMC MethodsJorge Alberto AchcarUNESP and FMRP-USPFernando Antônio MoalaDMEC, UNESPJuliana BoletaFMRP-USPThe generalized exponential distribution could be a good alternative to analyse lifetime data, asan alternative for the use of standard existing lifetime distributions as exponential, Weibull or gammadistributions. Assuming different noninformative prior distributions for the parameters of the model,we introduce a Bayesian analysis using MCMC (Markov Chain Monte Carlo) methods. Some numericalillustrations considering simulated and real lifetime data are presented to illustrate the proposedmethodology, especially the effects of different priors on the posterior summaries of interest.50

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