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

Autor(es)

Tomazella, Vera L. D. ^[1] ; de Jesus, Sandra R. ^[2] ; Louzada, Francisco ^[3] ; Nadarajah, Saralees ^[4] ; Ramos, Pedro L. ^[3]

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: STATISTICS AND ITS INTERFACE; v. 13, n. 1, p. 139-149, 2020.
• Citações Web of Science: 0

Resumo

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)

• Processo FAPESP: 17/25971-0 - Inferência estatística de sistemas complexos
• Beneficiário: Pedro Luiz Ramos
• Modalidade de apoio: Bolsas no Brasil - Pós-Doutorado