Objective Bayesian analysis of Weibull mixture cure model

  • Xuan Li
  • , Yincai Tang*
  • , Ancha Xu
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

In this article, we conduct objective Bayesian analysis for the mixture cure model based on the Weibull distribution with right-censored data. By introducing latent variables, the complete likelihood function of the model is given and from that the Fisher information matrix is obtained by approximation. We obtain the maximum likelihood estimates by EM algorithm, and derive objective priors including Jeffreys prior, reference priors, and matching probability priors to carry out Bayesian estimation. A simulation study and a real data analysis illustrate the methods proposed in this article, and show that the objective Bayesian method gives better performance under small sample sizes compared to maximum likelihood method.

Original languageEnglish
Pages (from-to)449-464
Number of pages16
JournalQuality Engineering
Volume32
Issue number3
DOIs
StatePublished - 2 Jul 2020

Keywords

  • EM algorithm
  • Weibull distribution
  • latent variable
  • mixture cure model
  • objective prior

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