Abstract
The Bayes estimation of hazard rates for a family of multiplicative point processes is considered. We study the model for which a hazard rate can be linearly parametrized by a freely varied measure. The weighted gamma process is assumed to be the prior distribution of this measure; the posterior distributions and the posterior means are given in explicit forms. Examples of the evaluation of posterior means are given.
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The research of this author is supported in part by NSF Grant MCS 81-02523-01.
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Lo, A.Y., Weng, CS. On a class of Bayesian nonparametric estimates: II. Hazard rate estimates. Ann Inst Stat Math 41, 227–245 (1989). https://doi.org/10.1007/BF00049393
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DOI: https://doi.org/10.1007/BF00049393