An evaluation of bayes posterior probability regions for a survival curve
- 1 January 1993
- journal article
- research article
- Published by Taylor & Francis in Journal of Nonparametric Statistics
- Vol. 3 (2) , 175-186
- https://doi.org/10.1080/10485259308832580
Abstract
The Kaplan-Meier estimator for the survival function is known to be the limit of Bayes estimators. The choice of the KM estimator is shown to imply a unique limiting posterior distribution in the range where the KM estimator is uniquely defined. Coverage properties of posterior probability intervals based on this limiting posterior distribution are examined, and posterior probabilities of classical confidence intervals are examined. A simulation shows that the limiting Bayes intervals and the classical intervals perform similarly when there is sufficient information about the survival function.Keywords
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