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A Bayesian via Laplace Approximation on Log-gamma Model with Censored Data

Author

Listed:
  • Madaki Yusuf
  • Mohd Abu Bakar
  • Qasim Husain
  • Noor Ibrahim
  • Jayanthi Arasan

Abstract

Log-gamma distribution is the extension of gamma distribution which is more flexible, versatile and provides a great fit to some skewed and censored data. Problem/Objective- In this paper we introduce a solution to closed forms of its survival function of the model which shows the suitability and flexibility towards modelling real life data. Methods/Analysis- Alternatively, Bayesian estimation by MCMC simulation using the Random-walk Metropolis algorithm was applied, using AIC and BIC comparison makes it the smallest and great choice for fitting the survival models and simulations by Markov Chain Monte Carlo Methods. Findings/Conclusion- It shows that this procedure and methods are better option in modelling Bayesian regression and survival/reliability analysis integrations in applied statistics, which based on the comparison criterion log-gamma model have the least values. However, the results of the censored data have been clarified with the simulation results.

Suggested Citation

  • Madaki Yusuf & Mohd Abu Bakar & Qasim Husain & Noor Ibrahim & Jayanthi Arasan, 2017. "A Bayesian via Laplace Approximation on Log-gamma Model with Censored Data," Modern Applied Science, Canadian Center of Science and Education, vol. 11(1), pages 1-14, September.
    • Handle: RePEc:ibn:masjnl:v:11:y:2016:i:1:p:14
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    References listed on IDEAS

    as
    1. A.C. Kimber, 1990. "Exploratory Data Analysis for Possibly Censored Data from Skewed Distributions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 39(1), pages 21-30, March.
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    More about this item

    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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