Statistics and Its Interface
Volume 13 (2020)
Reference Bayesian analysis for the generalized lognormal distribution with application to survival data
Pages: 139 – 149
This paper proposes a reference Bayesian approach for the estimation of the parameters of the generalized lognormal distribution in the presence of survival data. It is shown that the reference prior leads to a proper posterior distribution while the Jeffreys prior leads to an improper posterior. Simulation studies were performed to analyze the frequentist properties of credible intervals from the reference posterior distribution, considering complete and censored data. The proposed methodology is illustrated using two real datasets.
Bayesian inference, generalized lognormal distribution, lognormal distribution, reference prior, Jeffreys prior, censored data
2010 Mathematics Subject Classification
Primary 62F15, 62N01. Secondary 62N05.
Pedro L. Ramos acknowledges support from the São Paulo State Research Foundation (FAPESP Proc. 2017/25971-0).
Received 20 September 2018
Published 7 November 2019