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Bayesian analysis of censored data

Author

Listed:
  • Ghosh, J. K.
  • Ramamoorthi, R. V.
  • Srikanth, K. R.

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.

Suggested Citation

  • Ghosh, J. K. & Ramamoorthi, R. V. & Srikanth, K. R., 1999. "Bayesian analysis of censored data," Statistics & Probability Letters, Elsevier, vol. 41(3), pages 255-265, February.
    • Handle: RePEc:eee:stapro:v:41:y:1999:i:3:p:255-265
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    References listed on IDEAS

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    1. Blum, J. & Susarla, V., 1977. "On the posterior distribution of a dirichlet process given randomly right censored observations," Stochastic Processes and their Applications, Elsevier, vol. 5(3), pages 207-211, July.
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