When prior information on model parameters is weak or lacking, Bayesian statistical analyses are typically performed with so-called "default" priors. We consider the problem of constructing default priors for the parameters of survival models in the presence of censoring, using Jeffreys' rule. We compare these Jeffreys priors to the "uncensored" Jeffreys priors, obtained without considering censored observations, for the parameters of the exponential and log-normal models. The comparison is based on the frequentist coverage of the posterior Bayes intervals obtained from these prior distributions. (C) 2001 Elsevier Science B.V. All rights reserved.

Jeffreys priors for survival models with censored data / DE SANTIS, Fulvio; Julia, Mortera; Alessandra, Nardi. - In: JOURNAL OF STATISTICAL PLANNING AND INFERENCE. - ISSN 0378-3758. - STAMPA. - 99:2(2001), pp. 193-209. [10.1016/s0378-3758(01)00080-5]

Jeffreys priors for survival models with censored data

DE SANTIS, Fulvio;
2001

Abstract

When prior information on model parameters is weak or lacking, Bayesian statistical analyses are typically performed with so-called "default" priors. We consider the problem of constructing default priors for the parameters of survival models in the presence of censoring, using Jeffreys' rule. We compare these Jeffreys priors to the "uncensored" Jeffreys priors, obtained without considering censored observations, for the parameters of the exponential and log-normal models. The comparison is based on the frequentist coverage of the posterior Bayes intervals obtained from these prior distributions. (C) 2001 Elsevier Science B.V. All rights reserved.
2001
62 a 15; 62 f 15; bayesian inference; censoring; coverage probabilities; default priors; jeffreys prior; noninformative prior distributions; survival analysis
01 Pubblicazione su rivista::01a Articolo in rivista
Jeffreys priors for survival models with censored data / DE SANTIS, Fulvio; Julia, Mortera; Alessandra, Nardi. - In: JOURNAL OF STATISTICAL PLANNING AND INFERENCE. - ISSN 0378-3758. - STAMPA. - 99:2(2001), pp. 193-209. [10.1016/s0378-3758(01)00080-5]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/43470
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