  In this present work, we discuss the Bayesian inference for the bivariate
pseudo-exponential distribution. Initially, we assume independent gamma priors
and then pseudo-gamma priors for the pseudo-exponential parameters. We are
primarily interested in deriving the posterior means for each of the priors
assumed and also comparing each of the posterior means with the maximum
likelihood estimators. Finally, all the Bayesian analyses are illustrated with
a simulation study and also illustrated with real-life applications.
