Bayesian inference on the exponentiated Kumaraswamy distribution with applications

We discuss Bayesian estimation of the exponentiated Kumaraswamy distribution, based on a scale-location parameterisation.

The parameterisation facilitates prior elicitation and interpretation of results, but potentially entails identifiability issues that are addressed trough a hierarchical weak informative prior setting.

Our HMC implementation enables off-the-shelf utility for practitioners, and is illustrated on synthetic and real data.