Advanced search
Start date
Betweenand
(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Reference Bayesian analysis for the generalized lognormal distribution with application to survival data

Full text
Author(s):
Tomazella, Vera L. D. [1] ; de Jesus, Sandra R. [2] ; Louzada, Francisco [3] ; Nadarajah, Saralees [4] ; Ramos, Pedro L. [3]
Total Authors: 5
Affiliation:
[1] Univ Fed Sao Carlos, Dept Stat, Sao Carlos, SP - Brazil
[2] Univ Fed Bahia, Multidisciplinary Hlth Inst, Vitoria Da Conquista, BA - Brazil
[3] Univ Sao Paulo, Inst Math Sci & Comp, Sao Carlos, SP - Brazil
[4] Univ Manchester, Sch Math, Manchester, Lancs - England
Total Affiliations: 4
Document type: Journal article
Source: STATISTICS AND ITS INTERFACE; v. 13, n. 1, p. 139-149, 2020.
Web of Science Citations: 0
Abstract

This paper proposes a reference Bayesian approach for the estimation of the parameters of the generalized lognormal distribution in the presence of survival data. It is shown that the reference prior leads to a proper posterior distribution while the Jeffreys prior leads to an improper posterior. Simulation studies were performed to analyze the frequentist properties of credible intervals from the reference posterior distribution, considering complete and censored data. The proposed methodology is illustrated using two real datasets. (AU)

FAPESP's process: 17/25971-0 - Statistical inference of complex systems
Grantee:Pedro Luiz Ramos
Support Opportunities: Scholarships in Brazil - Post-Doctoral