Bayesian Reference Analysis for the Generalized Gamma Distribution
Pedro Luiz Ramos, Francisco Louzada · IEEE Communications Letters · 2018
In this letter, we present a Bayesian reference analysis for the generalized gamma distribution by using a reference prior, which has important properties such as one-to-one invariance under reparametrization, consistent marginalization, consistent sampling, and leads to a proper posterior density. A simulation study is performed in order to verify the efficiency of our proposed methodology.