Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Posterior Consistency of Bayesian Inference of Poisson Processes

  • Kim, Yongdai (Department of Statistics, Ewha Womans University)
  • Published : 2002.12.01
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Abstract

Poisson processes are widely used in reliability and survival analysis. In particular, multiple event time data in survival analysis are routinely analyzed by use of Poisson processes. In this paper, we consider large sample properties of nonparametric Bayesian models for Poisson processes. We prove that the posterior distribution of the cumulative intensity function of Poisson processes is consistent under regularity conditions on priors which are Levy processes.

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