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A class of neutral to the right priors induced by superposition of beta processes

  • Pierpaolo De Blasi
  • Stefano Favaro
  • Pietro Muliere
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    A random distribution function on the positive real line which belongs to the class of neutral to the right priors is defined. It corresponds to the superposition of independent beta processes at the cumulative hazard level. The definition is constructive and starts with a discrete time process with random probability masses obtained from suitably defined products of independent beta random variables. The continuous time version is derived as the corresponding infinitesimal weak limit and is described in terms of completely random measures. It takes the interpretation of the survival distribution resulting from independent competing failure times. We discuss prior specification and illustrate posterior inference on a real data example.

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    Paper provided by Collegio Carlo Alberto in its series Carlo Alberto Notebooks with number 130.

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    Length: 25 pages
    Date of creation: 2009
    Date of revision:
    Handle: RePEc:cca:wpaper:130
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