Nonparametric Bayes Estimator of Survival Functions for Doubly/Interval Censored Data

Mai Zhou

Abstract:

The non-parametric Bayes estimator with Dirichlet prior of a survival function with right censored data was considered by Susarla and Van Ryzin (1976). We obtain here the non-parametric Bayes estimator of a survival function when data are right, left or interval censored. The resulting Bayes estimator with Dirichlet prior has an explicit formula. In contrast, there is no explicit formula known for the non-parametric maximum likelihood estimator with such data. Several examples are given.

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