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A Study of the Odd Lindley Half Logistic Bivariate Survival Model: A Bayesian Approach

Grant number: 24/09665-0
Support Opportunities:Scholarships in Brazil - Scientific Initiation
Effective date (Start): September 01, 2024
Effective date (End): August 31, 2025
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics - Statistics
Principal Investigator:Adriano Kamimura Suzuki
Grantee:Arthur Martins Ferreira de Sousa
Host Institution: Instituto de Ciências Matemáticas e de Computação (ICMC). Universidade de São Paulo (USP). São Carlos , SP, Brazil

Abstract

In this study, we introduce a new bivariate survival model called the OLiHL bivariate model, which is based on the Farlie-Gumbel-Morgenstern (FGM) copula, while the marginals are modeled by the Odd Lindley Half Logistic distribution, suitable for modeling complete or censored data. To conduct inferences, we adopt a Bayesian approach, employing Markov Chain Monte Carlo (MCMC) methods. We demonstrate the applicability of the model on simulated and real data sets, with all computational implementations carried out using the JAGS and R systems.

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