We consider a neutral to the right process that corresponds to the superposition of independent beta processes at the cumulative hazard level. It places a prior distribution on the survival distribution resulting from independent competing failure times. It can be derived as the infinitesimal weak limit of a discrete time process which has the conditional probability of an event at time t given survival up to t defined as the result of a series of m independent Bernoulli experiments. The continuous time version of the process, termed m-fold beta NTR process, is described in terms of completely random measures. We discuss prior specification and illustrate posterior inference on a real data example.

Superposition of beta processes

DE BLASI, Pierpaolo;FAVARO, STEFANO;
2009

Abstract

We consider a neutral to the right process that corresponds to the superposition of independent beta processes at the cumulative hazard level. It places a prior distribution on the survival distribution resulting from independent competing failure times. It can be derived as the infinitesimal weak limit of a discrete time process which has the conditional probability of an event at time t given survival up to t defined as the result of a series of m independent Bernoulli experiments. The continuous time version of the process, termed m-fold beta NTR process, is described in terms of completely random measures. We discuss prior specification and illustrate posterior inference on a real data example.
6th Conference on Complex Data Modeling and Computationally Intensive Statistical Methods for Estimation and Prediction, SCo 2009
Milano
14-16 Settembre 2009
Proceedings of the 6th Conference on Complex Data Modeling and Computationally Intensive Statistical Methods for Estimation and Prediction - SCo 2009
Maggioli Editore
139
144
9788838743856
Pierpaolo De Blasi; Stefano Favaro; Pietro Muliere
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/91919
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