Bayesian estimation for the STH distribution based on type II censored data

In this paper, we consider type II right censored order statistics from the STH distribution which is a lifetime distribution. The maximum likelihood estimation is discussed. Then, we focus on the problem of Bayesian estimation of the unknown parameter. Since the integral related to the Bayes estimate can not be obtained explicitly, we propose the Markov chain Monte Carlo technique to derive the result. A real data example ends the paper