Bayesian analysis of censored data

J. K. Ghosh, R. V. Ramamoorthi and K. R. Srikanth

Statistics & Probability Letters, 1999, vol. 41, issue 3, 255-265

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,[Delta]). We also show that a naive extension of these methods to interval censored data leads to peculiar estimates.

Keywords: Lifetime; Posterior; consistency; Censored; data; Dirichlet; prior (search for similar items in EconPapers)
Date: 1999
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