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Bivariate Semi-Parametric Model: Bayesian Inference

Author

Listed:
  • Debashis Samanta

    (Aliah University)

  • Debasis Kundu

    (Indian Institute of Technology Kanpur)

Abstract

The motivation of this paper came from two bivariate diabetic retinopathy data sets. The main aim is to test whether the laser treatment delays the onset of blindness compared to the traditional treatment. The first data set is of 197 patients and it provides the onset of blindness of the two eyes. The observed data are heavily censored on both the variables. The second data set is of 91 patients, and it indicates the minimum time of the onset of blindness between the two eyes. In both the cases there is a significant proportion where the onset of blindness has occured on both the eyes simultaneously, i.e. there is a significant proportion where both the variables are equal. Hence, the two variables cannot be treated as independent. We have used a Marshall-Olkin bivariate exponential or Weibull type a bivariate semi-parametric model, where the base line distribution is more flexible than any parametric distribution. The base line distribution is assumed to have a piecewise constant hazard function and that makes the Bayes line hazard function to be very flexible. Marshall-Olkin bivariate exponential distribution becomes a special case of the model. The maximum likelihood estimators may not always exist, and we have considered the Bayesian inference of the unknown parameters. We have used importance sampling technique to compute Bayes estimators and the associated credible intervals. We have addressed some testing of hypothesis problem also based on Bayes factors. Finally, both the data sets have been analyzed, and it is observed for one data set the laser treatment has a significantly different effect than the traditional treatment, where as for the other data set no significantly different effect has been observed.

Suggested Citation

  • Debashis Samanta & Debasis Kundu, 2023. "Bivariate Semi-Parametric Model: Bayesian Inference," Methodology and Computing in Applied Probability, Springer, vol. 25(4), pages 1-23, December.
  • Handle: RePEc:spr:metcap:v:25:y:2023:i:4:d:10.1007_s11009-023-10061-y
    DOI: 10.1007/s11009-023-10061-y
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    References listed on IDEAS

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    1. Kundu, Debasis & Dey, Arabin Kumar, 2009. "Estimating the parameters of the Marshall-Olkin bivariate Weibull distribution by EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 956-965, February.
    2. Debasis Kundu, 2022. "Bivariate Semi-parametric Singular Family of Distributions and its Applications," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 846-872, November.
    3. Melody S. Goodman & Yi Li & Ram C. Tiwari, 2011. "Detecting multiple change points in piecewise constant hazard functions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(11), pages 2523-2532, January.
    4. Sarhan, Ammar M. & Balakrishnan, N., 2007. "A new class of bivariate distributions and its mixture," Journal of Multivariate Analysis, Elsevier, vol. 98(7), pages 1508-1527, August.
    5. Feizjavadian, S.H. & Hashemi, R., 2015. "Analysis of dependent competing risks in the presence of progressive hybrid censoring using Marshall–Olkin bivariate Weibull distribution," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 19-34.
    6. Kundu, Debasis & Gupta, Rameshwar D., 2009. "Bivariate generalized exponential distribution," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 581-593, April.
    7. Sarhan, Ammar M. & Hamilton, David C. & Smith, Bruce & Kundu, Debasis, 2011. "The bivariate generalized linear failure rate distribution and its multivariate extension," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 644-654, January.
    8. Kundu, Debasis & Gupta, Arjun K., 2014. "On bivariate Weibull-Geometric distribution," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 19-29.
    9. Murphy, Anthony, 1996. "A piecewise-constant hazard-rate model for the duration of unemployment in single-interview samples of the stock of unemployed," Economics Letters, Elsevier, vol. 51(2), pages 177-183, May.
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