Bayesian estimation for the Tukey GH distribution with an application

Tukey GH is a transformed normal distribution, having two parameters (g,h). The g parameter represents skew measuring, and the h kurtosis measuring. Our motivation to affect these on behavior for simulation data real data, such as Iraqi stock market Index (ISX60) Standard Poor’s (SP500) index using Bayesian framework. Then, our aim find estimation in this distribution empirical parametric methods, study effective data. will be shown of with different number sampling prior distributions. We use from ISX60 SP500 index.