A Bayesian non-parametric approach to survival analysis using Polya trees. (English) Zbl 0888.62031

Summary: This paper presents a Bayesian nonparametric approach to survival analysis based on arbitrarily right censored data. The analysis is based on posterior predictive probabilities using a Polya tree prior distribution on the space of probability measures on \([0,\infty)\). In particular we show that the estimate generalizes the classical Kaplan-Meier nonparametric estimator, which is obtained in the limiting case as the weight of prior information tends to zero.


62G05 Nonparametric estimation
62P10 Applications of statistics to biology and medical sciences; meta analysis
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