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An exact predictive recursion for Bayesian nonparametric analysis of incomplete data. (English) Zbl 1295.62088

Summary: This paper presents a new derivation of nonparametric distribution estimation with right-censored data. It is based on an extension of the predictive inferences to compound evidence. The estimate is recursive and exact, and no stochastic approximation is needed: it simply requires that the censored data are processed in decreasing order. Only in this case the recursion provides exact posterior predictive distributions for subsequent samples under a Dirichlet process prior. The resulting estimate is equivalent to the Susarla-VanRyzin estimator and to the beta-Stacy process.

MSC:

62N01 Censored data models
62N02 Estimation in survival analysis and censored data
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References:

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