Ghosh, J. K. ; Ramamoorthi, R. V. ; Srikanth, K. R. (1999) Bayesian analysis of censored data Statistics & Probability Letters, 41 (3). pp. 255-265. ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01677...
Related URL: http://dx.doi.org/10.1016/S0167-7152(98)00162-X
Abstract
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,Δ). We also show that a naive extension of these methods to interval censored data leads to peculiar estimates.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Lifetime; Posterior Consistency; Censored Data; Dirichlet Prior |
| ID Code: | 22521 |
| Deposited On: | 24 Nov 2010 08:25 |
| Last Modified: | 02 Jun 2011 06:59 |
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