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A principled distance-based prior for the shape of the Weibull model

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  • van Niekerk, J.
  • Bakka, H.
  • Rue, H.

Abstract

We propose a principled prior for the shape parameter of the Weibull model, based on a distance. It can be used as a default non-objective choice, in complex models with a Weibull modelling component and is implemented in the R-INLA package.

Suggested Citation

  • van Niekerk, J. & Bakka, H. & Rue, H., 2021. "A principled distance-based prior for the shape of the Weibull model," Statistics & Probability Letters, Elsevier, vol. 174(C).
    • Handle: RePEc:eee:stapro:v:174:y:2021:i:c:s0167715221000602
    DOI: 10.1016/j.spl.2021.109098
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    References listed on IDEAS

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    1. Chris Bambey Guure & Noor Akma Ibrahim, 2012. "Bayesian Analysis of the Survival Function and Failure Rate of Weibull Distribution with Censored Data," Mathematical Problems in Engineering, Hindawi, vol. 2012, pages 1-18, October.
    2. Håvard Rue & Sara Martino & Nicolas Chopin, 2009. "Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 319-392, April.
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    Cited by:

    1. Dorota Młynarczyk & Carmen Armero & Virgilio Gómez-Rubio & Pedro Puig, 2021. "Bayesian Analysis of Population Health Data," Mathematics, MDPI, vol. 9(5), pages 1-15, March.

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