International Journal of Scientific and Research Publications

IJSRP, Volume 6, Issue 12, December 2016 Edition [ISSN 2250-3153]


Frequentist Comparison of the Bayesian Credible and Maximum Likelihood Confidence interval for the Median of the Lognormal Distribution for the Censored Data
      Juliet Gratia D’Cunha, K. Aruna Rao
Abstract: Lognormal Distribution is widely used in scientific investigation. Rao and D’Cunha (2016) reported that the Bayes credible intervals are also confidence intervals when the sample size is moderate to large. In this paper we have investigated whether the same conclusion holds for the censored data under random censoring. Extensive Monte Carlo simulation indicates that the result does not hold under random censoring. Leukemia free survival time for Allogeneic transplant patients reported in Klein and Moeschberger (2003) is reanalyzed and the results indicate that Bayes estimate of the median survival time is close to the Kaplan Meier estimator.

Reference this Research Paper (copy & paste below code):

Juliet Gratia D’Cunha, K. Aruna Rao (2018); Frequentist Comparison of the Bayesian Credible and Maximum Likelihood Confidence interval for the Median of the Lognormal Distribution for the Censored Data; Int J Sci Res Publ 6(12) (ISSN: 2250-3153). http://www.ijsrp.org/research-paper-1216.php?rp=P606043
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