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Nonparametric Priors for Vectors of Survival Functions


  • Ilenia Epifani

    (Politecnico di Milano)

  • Antonio Lijoi

    () (Department of Economics and Quantitative Methods, University of Pavia, and Collegio Carlo Alberto)


The paper proposes a new nonparametric prior for two–dimensional vectors of survival functions (S1, S2). The definition we introduce is based on the notion of L´evy copula and it will be used to model, in a nonparametric Bayesian framework, two–sample survival data. Such an application will yield a natural extension of the more familiar neutral to the right process of Doksum (1974) adopted for drawing inferences on single survival functions. We, then, obtain a description of the posterior distribution of (S1, S2), conditionally on possibly right–censored data. As a by–product of our analysis, we find out that the marginal distribution of a pair of observations from the two samples coincides with the Marshall–Olkin or the Weibull distribution according to specific choices of the marginal L´evy measures.

Suggested Citation

  • Ilenia Epifani & Antonio Lijoi, 2009. "Nonparametric Priors for Vectors of Survival Functions," Quaderni di Dipartimento 098, University of Pavia, Department of Economics and Quantitative Methods.
  • Handle: RePEc:pav:wpaper:098

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    References listed on IDEAS

    1. De Iorio, Maria & Muller, Peter & Rosner, Gary L. & MacEachern, Steven N., 2004. "An ANOVA Model for Dependent Random Measures," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 205-215, January.
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    5. Rodríguez, Abel & Dunson, David B & Gelfand, Alan E, 2008. "The Nested Dirichlet Process," Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 1131-1154.
    6. Griffin, J.E. & Steel, M.F.J., 2006. "Order-Based Dependent Dirichlet Processes," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 179-194, March.
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    8. Jyotirmoy Dey & R.V. Erickson & R.V. Ramamoorthi, 2003. "Some Aspects Of Neutral To Right Priors," International Statistical Review, International Statistical Institute, vol. 71(2), pages 383-401, August.
    9. Antonio Lijoi & Igor Pruenster & Stephen G. Walker, 2008. "Posterior analysis for some classes of nonparametric models," ICER Working Papers - Applied Mathematics Series 05-2008, ICER - International Centre for Economic Research.
    10. Walker, Stephen & Muliere, Pietro, 2003. "A bivariate Dirichlet process," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 1-7, August.
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