Bayesian Regression with Errors from ESDIW Distribution

Ahmad Flaih, University of Al-Qadisiyah, Iraq

The Epsilon Skew Double Inverted Weibull (ESDIW) distribution is introduced as generalization to the Inverted Weibull distribution. The ESDIW density is another lifetime model that can be used in reliability. Our goal is to make inference on using Bayesian techniques for deriving the posterior density function of the regression coefficient vector when the errors are from ESDIW density. The non-normalized joint posterior density function of the parameters and the Fisher information matrix of the sample from ESDIW probability density function have been estimated.