Abstract

This paper proposes a reference Bayesian approach for the estimation of the parameters of the generalized lognormal distribution in the presence of survival data. It is shown that the reference prior leads to a proper posterior distribution while the Jeffreys prior leads to an improper posterior. Simulation studies were performed to analyze the frequentist properties of credible intervals from the reference posterior distribution, considering complete and censored data. The proposed methodology is illustrated using two real datasets.