[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5351/CKSS.2003.10.2.268

A Bayesian Approach for Accelerated Failure Time Model with Skewed Normal Error

Kim, Chansoo (Department of Applied Mathematics, Konju National University)

Publication Information

Communications for Statistical Applications and Methods / v.10, no.2, 2003 , pp. 268-275 More about this Journal

Abstract

We consider the Bayesian accelerated failure time model. The error distribution is assigned a skewed normal distribution which is including normal distribution. For noninformative priors of regression coefficients, we show the propriety of posterior distribution. A Markov Chain Monte Carlo algorithm(i.e., Gibbs Sampler) is used to obtain a predictive distribution for a future observation and Bayes estimates of regression coefficients.

Keywords

Accelerated failure time model; Markov Chain Monte Carlo; Skewed normal distribution;

Citations & Related Records

Reference

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