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A generalization of the compound Rayleigh distribution: using a Bayesian method on cancer survival times. (English) Zbl 0992.62100

Summary: The generalized compound Rayleigh model, exhibiting flexible hazard rate, is high-lighted. This makes it attractive for modelling survival times of patients showing characteristics of a random hazard rate. The Bayes estimators are derived for the parameters of this model and some survival time parameters from a right censored sample. This is done with respect to conjugate and discrete priors on the parameters of this model, under the squared error loss function, Varian’s asymmetric linear-exponential (linex) loss function and a weighted linex loss function. The future survival time of a patient is estimated under these loss functions. A Monte Carlo simulation procedure is used where closed form expressions of the estimators cannot be obtained. An example illustrates the proposed estimators for this model.

MSC:

62P10 Applications of statistics to biology and medical sciences; meta analysis
62F15 Bayesian inference
62N02 Estimation in survival analysis and censored data
Full Text: DOI

References:

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