Xu, Ancha; Tang, Yincai - In: Computational Statistics & Data Analysis 54 (2010) 1, pp. 185-192
In this paper we consider the Bayesian estimators for the unknown parameters of the Birnbaum-Saunders distribution under the reference prior. The Bayesian estimators cannot be obtained in closed forms. An approximate Bayesian approach is proposed using the idea of Lindley and Gibbs sampling...