Bayesian analysis of censored data

We consider consistency of the posterior in the context of right censored data. We establish posterior consistency when the distribution of the lifetime has a Dirichlet distribution and also investigate the case when the prior is generated through a prior for the distribution of the observable (Z,[Delta]). We also show that a naive extension of these methods to interval censored data leads to peculiar estimates.

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Year of publication:	1999
Authors:	Ghosh, J. K. ; Ramamoorthi, R. V. ; Srikanth, K. R.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 41.1999, 3, p. 255-265
Publisher:	Elsevier
Keywords:	Lifetime Posterior consistency Censored data Dirichlet prior

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259208