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kjetil b halvorsen
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I did a bunch of searches on this but did not find anything conclusive. Does the generalized beta distribution of the second kind, also known as the generalized beta prime distribution, have a closed-form conjugate prior? If so, could someone tell me what it is, with a literature citation if you happen to have one handy? If not, I’d like to know that too

Any assistance would be greatly appreciated.

I did a bunch of searches on this but did not find anything conclusive. Does the generalized beta distribution of the second kind, also known as the generalized beta prime distribution, have a closed-form conjugate prior? If so, could someone tell me what it is, with a literature citation if you happen to have one handy? If not, I’d like to know that too

Any assistance would be greatly appreciated.

I did a bunch of searches on this but did not find anything conclusive. Does the generalized beta distribution of the second kind, also known as the generalized beta prime distribution, have a closed-form conjugate prior? If so, could someone tell me what it is, with a literature citation if you happen to have one handy? If not, I’d like to know that too.

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andrewH
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Does the GB2 distribution have a conjugate prior?

I did a bunch of searches on this but did not find anything conclusive. Does the generalized beta distribution of the second kind, also known as the generalized beta prime distribution, have a closed-form conjugate prior? If so, could someone tell me what it is, with a literature citation if you happen to have one handy? If not, I’d like to know that too

Any assistance would be greatly appreciated.