Weibull univariate

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Suppose where are iid observations from the Weibull distribution with density:

In the parameterization above, is the shape parameter and is the scale parameter of the distribution. An alternative parameterization that is sometimes used replaces by . In medical statistics, the parameterization used replaces by .

Case 1:

Overall Recommended (OR) prior
In other parameterizations
Recommended prior is of main interest

Formal endorsements

Posterior propriety

Other properties


Case 2: