Please use this identifier to cite or link to this item:
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
Citation: 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
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.


checked on Dec 10, 2018


checked on Nov 26, 2018

Page view(s)

checked on Dec 7, 2018

Google ScholarTM



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.