文章基本信息

标题：Reference Bayesian analysis for the generalized lognormal distribution with application to survival data
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作者：Tomazella, Vera L. D. ; de Jesus, Sandra R. ; Louzada, Francisco 等
期刊名称：Statistics and Its Interface
印刷版ISSN：1938-7989
电子版ISSN：1938-7997
出版年度：2020
卷号：13
期号：1
页码：139-149
DOI：10.4310/SII.2020.v13.n1.a12
出版社：International Press
摘要：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.
关键词：Bayesian inference; generalized lognormal distribution; lognormal distribution; reference prior; Jeffreys prior; censored data