Flexible Bayesian Estimation of the Weibull Survival Function Under Censored Data

Alaa H. Jalob

Authors

Alaa H. Jalob Faculty of Management and Economics, Karkh University of Science

Keywords:

Bayesian Survival Analysis, Weibull Distribution, Survival Function Estimation, Right-Censored Data, Monte Carlo Simulation, Bayesian Estimation Methods

Abstract

This paper aims at estimating the Weibull survival function under the right-censored data using five Bayesian estimation procedures. The Weibull distribution is extensively used in survival analysis because it can be flexible in its ability to model the various variation of hazard rate. Since the closed form Bayesian estimates of the survival tend to be unavailable, the techniques of simulation are needed. A whole Monte Carlo simulation experiment is carried out to provide an estimate of the Weibull survival function and evaluate the performance of estimators. It is compared in terms of accuracy, the mean squared error and also in terms of credible interval coverage. The impact of sample size and proportion of censoring is also examined. The paper determines the most effective Bayesian estimator to be used in estimating the Weibull survival functions.

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