Xu, Ancha; Tang, Yincai - In: Computational Statistics & Data Analysis 55 (2011) 7, pp. 2324-2333
In Bayesian analysis with objective priors, it should be justified that the posterior distribution is proper. In this paper, we show that the reference prior (or independent Jeffreys prior) of a two-parameter Birnbaum-Saunders distribution will result in an improper posterior distribution....