Bayes and empirical bayes estimation of survival function under progressive censoring
Ram Chandra Tiwari, S. Rao Jammalamadaka, Jyoti N. Zajikikar · Communication in Statistics- Theory and Methods · 1988
The purpose of this note is to derive the Bayes and the empirical Bayes estimators of an unknown survival function F under progressively censored data with respect to the squared error loss function and a Dirichlet process prior using the fact that the posterior distribution of F given the data is a mixture of Dirichlet processes, and the assumption that the survival and the censor in0- distributions are continuous.