  In this paper we propose an objective Bayesian estimation approach for the
parameters of the generalized gamma distribution. Various reference priors are
obtained, but showing that they lead to improper posterior distributions. We
overcome this problem by proposing a modification in a reference priori
distribution, allowing for a proper posterior distribution for the parameters
of the generalized gamma distribution. We perform a simulation study in order
to study the efficiency of the proposed methodology, which is also fully
illustrated on a real data set.
