In this paper, we consider objective Bayesian inference of the generalized exponential distribution using the independence Jeffreys prior and validate the propriety of the posterior distribution under a family of structured priors. We propose an efficient sampling algorithm via the generalized ratio-of-uniforms method to draw samples for making posterior inference. We carry out simulation studies to assess the finite-sample performance of the proposed Bayesian approach. Finally, a real-data application is provided for illustrative purposes.

翻译：本文采用独立Jeffreys先验，对广义指数分布进行目标贝叶斯推断，并验证了在一族结构化先验下后验分布的合法性。我们提出了一种基于广义均匀比方法的高效采样算法，用于抽取样本以进行后验推断。通过模拟研究评估了所提贝叶斯方法的有限样本性能。最后，通过实际数据应用进行示例说明。