In this paper, we propose to obtain Bayesian estimators of unknown parameters of a three parameter generalized gamma distribution, based on different priors using different loss functions. These methods are compared by using mean square error for real life data as well as simulation study with varying sample sizes in R software.
Naqash, Saima; Ahmad, S.P.; and Ahmed, A.
"Bayesian Analysis of Generalized Gamma Distribution,"
Journal of Statistics Applications & Probability: Vol. 4
, Article 17.
Available at: https://dc.naturalspublishing.com/jsap/vol4/iss3/17