A bayesian nonparametric estimator of survival probability assuming increasing failure rate
William J. Padgett, Lee‐Jen Wei · Communication in Statistics- Theory and Methods · 1981
Bayesian nonparametric estimators of the survival function, the failure rate function, and the density function are obtainedusing jump processes as prior distributions on the space of increasing failure rate functions. The jump processes are intui-tively appealing and have a meaningful physical interpretation. Examples are given and the estimates are compared with the maxi-mum likelihood estimates. In addition, the Bayesian nonpara-metric estimators are presented for arbitrarily right-censored observations.