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Bayes analysis of some important lifetime models using MCMC based approaches when the observations are left truncated and right censored

机译:贝叶斯分析使用MCMC基于MCMC的方法的一些重要寿命模型,当观察截断的截断和右审查

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The paper considers the Bayes analysis of important lifetime models such as the Weibull, the gamma, and the lognormal distributions when the available data are left truncated and right-censored. Weakly informative prior distributions are employed for the purpose. Two well-known Markov chain Monte Carlo based approaches, namely, the Metropolis algorithm and the Hamiltonian Monte Carlo technique are used to draw samples from analytically intractable posterior distributions. Besides, the paper does a comparative study of the three entertained models using Bayes factor. The paper has considered calculating the marginal likelihood using bridge sampler algorithm for evaluating the necessary Bayes factor. Finally, a numerical illustration based on a real dataset compares the two algorithms and draws relevant conclusions appropriately.
机译:本文认为当可用数据截断且右审查时,贝叶斯分析如威布尔,伽玛和逻辑正常分布等重要终身模型。 为目的采用弱富有信息的先前分配。 基于众所周知的Markov链Monte Carlo Carlo基于Carlo,即大都市算法和Hamiltonian Monte Carlo技术用于吸引分析棘爪的后部分布。 此外,本文采用贝叶斯因子对三种娱乐模型进行比较研究。 本文认为,使用桥接采样器算法来评估必要的贝叶斯因子来计算边缘似然。 最后,基于真实数据集的数值例证比较了两种算法并适当地绘制相关结论。

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