Generalized exponential distribution: A Bayesian approach using MCMC methods

The generalized exponential distribution could be a good option to analyse lifetime data, as an alternative for the use of standard existing lifetime distributions as exponential, Weibull or gamma distributions. Assuming different non-informative prior distributions for the parameters of the model,...

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Main Authors: Jorge Alberto Achcar, Fernando Antȏnio Moala, Juliana Boleta
Format: Article
Language:English
Published: Growing Science 2015-01-01
Series:Management Science Letters
Subjects:
Online Access:http://www.growingscience.com/ijiec/IJIEC_2014_27.pdf
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author Jorge Alberto Achcar
Fernando Antȏnio Moala
Juliana Boleta
author_facet Jorge Alberto Achcar
Fernando Antȏnio Moala
Juliana Boleta
author_sort Jorge Alberto Achcar
collection DOAJ
description The generalized exponential distribution could be a good option to analyse lifetime data, as an alternative for the use of standard existing lifetime distributions as exponential, Weibull or gamma distributions. Assuming different non-informative prior distributions for the parameters of the model, we introduce a Bayesian analysis using Markov Chain Monte Carlo (MCMC) methods. Some numerical illustrations considering simulated and real lifetime data are presented to illustrate the proposed methodology, especially the effects of different priors on the posterior summaries of interest.
format Article
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institution OA Journals
issn 1923-2926
1923-9335
language English
publishDate 2015-01-01
publisher Growing Science
record_format Article
series Management Science Letters
spelling doaj-art-e5e2f350c6484e26afe3ba6d69b314862025-08-20T02:21:06ZengGrowing ScienceManagement Science Letters1923-29261923-93352015-01-016111410.5267/j.ijiec.2014.8.002Generalized exponential distribution: A Bayesian approach using MCMC methodsJorge Alberto AchcarFernando Antȏnio MoalaJuliana BoletaThe generalized exponential distribution could be a good option to analyse lifetime data, as an alternative for the use of standard existing lifetime distributions as exponential, Weibull or gamma distributions. Assuming different non-informative prior distributions for the parameters of the model, we introduce a Bayesian analysis using Markov Chain Monte Carlo (MCMC) methods. Some numerical illustrations considering simulated and real lifetime data are presented to illustrate the proposed methodology, especially the effects of different priors on the posterior summaries of interest.http://www.growingscience.com/ijiec/IJIEC_2014_27.pdfGeneralized exponential distributionNon-informative priorsBayesian analysisMCMC methods
spellingShingle Jorge Alberto Achcar
Fernando Antȏnio Moala
Juliana Boleta
Generalized exponential distribution: A Bayesian approach using MCMC methods
Management Science Letters
Generalized exponential distribution
Non-informative priors
Bayesian analysis
MCMC methods
title Generalized exponential distribution: A Bayesian approach using MCMC methods
title_full Generalized exponential distribution: A Bayesian approach using MCMC methods
title_fullStr Generalized exponential distribution: A Bayesian approach using MCMC methods
title_full_unstemmed Generalized exponential distribution: A Bayesian approach using MCMC methods
title_short Generalized exponential distribution: A Bayesian approach using MCMC methods
title_sort generalized exponential distribution a bayesian approach using mcmc methods
topic Generalized exponential distribution
Non-informative priors
Bayesian analysis
MCMC methods
url http://www.growingscience.com/ijiec/IJIEC_2014_27.pdf
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AT fernandoantoniomoala generalizedexponentialdistributionabayesianapproachusingmcmcmethods
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