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

Muliere, Pietro; Walker, Stephen

Scand. J. Stat. 24, No. 3, 331-340 (1997).

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.

MSC:

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

Keywords:

Polya trees; survival curve; Bayesian nonparametrics; right censored data