Communications for Statistical Applications and Methods

  • 제10권2호
  • /
  • Pages.268-275
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  • 2003
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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A Bayesian Approach for Accelerated Failure Time Model with Skewed Normal Error

  • Kim, Chansoo (Department of Applied Mathematics, Konju National University)
  • 발행 : 2003.08.01
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초록

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.

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참고문헌

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