Journal of the Korean Statistical Society

  • 제36권2호
  • /
  • Pages.321-333
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  • 2007
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  • 1226-3192(pISSN)
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  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

POSTERIOR COMPUTATION OF SURVIVAL MODEL WITH DISCRETE APPROXIMATION

  • Lee, Jae-Yong (Department of Statistics, Seoul National University) ;
  • Kwon, Yong-Chan (Department of Statistics, Seoul National University)
  • 발행 : 2007.06.30
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초록

In the proportional hazard model with the beta process prior, the posterior computation with the discrete approximation is considered. The time period of interest is partitioned by small intervals. On each partitioning interval, the likelihood is approximated by that of a binomial experiment and the beta process prior is by a beta distribution. Consequently, the posterior is approximated by that of many independent binomial model with beta priors. The analysis of the leukemia remission data is given as an example. It is illustrated that the length of the partitioning interval affects the posterior and one needs to be careful in choosing it.

키워드

참고문헌

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