Using Weibull Mixture Distributions to Model Heterogeneous Survival Data
Juan Miguel Marín, María Teresa Rodríguez Bernal, Michael Peter Wiper · Communications in Statistics - Simulation and Computation · 2005
In this article we use Bayesian methods to fit a Weibull mixture model with an unknown number of components to possibly right-censored survival data. This is done using the recently developed, birth-death MCMC algorithm. We also show how to estimate the survivor function and the expected hazard rate from the MCMC output.