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Title: On Bayes inference for a bathtub failure rate via S-paths
Authors: Ho, M.-W. 
Keywords: Accelerated path sampler
Completely random measure
Gibbs sampler
Random partition
Sequential importance sampling
Issue Date: Aug-2011
Source: Ho, M.-W. (2011-08). On Bayes inference for a bathtub failure rate via S-paths. Annals of the Institute of Statistical Mathematics 63 (4) : 827-850. ScholarBank@NUS Repository.
Abstract: A class of semi-parametric hazard/failure rates with a bathtub shape is of interest. It does not only provide a great deal of flexibility over existing parametric methods in the modeling aspect but also results in a closed-form and tractable Bayes estimator for the bathtub-shaped failure rate. Such an estimator is derived to be a finite sum over two S-paths due to an explicit posterior analysis in terms of two (conditionally independent) S-paths. These, newly discovered, explicit results can be proved to be Rao-Blackwell improvements of counterpart results in terms of partitions that are readily available by a specialization of James' work (Ann Stat 33:1771-1799, 2005). Both iterative and non-iterative computational procedures are introduced for evaluating the hazard estimates. Two applications of the proposed methodology are discussed, of which one is about a Bayesian test for bathtub-shaped failure rates and the other is related to modeling with covariates. © 2009 The Institute of Statistical Mathematics, Tokyo.
Source Title: Annals of the Institute of Statistical Mathematics
ISSN: 00203157
DOI: 10.1007/s10463-009-0253-1
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