BAYESIAN INFERENCE IN BIRNBAUM–SAUNDERS REGRESSION
The paper takes up posterior analysis of a linear regression model with disturbances from a logarithmic Birnbaum–Saunders distribution. The posterior distribution cannot be analyzed using analytical techniques and, therefore, posterior simulation methods are proposed. Computations are organized around Markov Chain Monte Carlo methods. Associated methods to compute posterior odds and posterior predictive distributions are also discussed.