© 1987 by Biometrika Trust
Approximate Bayesian analysis of censored survival data
Department of Mathematics, University of Surrey Guildford GU2 5XH, U.K.
The Bayesian analysis of data arising from a location-scale regression model, and which may include a number of right-censored observations, is considered. The posterior distributions of the suitably normalized precision parameter and regression coefficient vector are shown to be well approximated by X2 and multivariate t distributions respectively. The ideas are illustrated using some clinical survival data.
Key Words: Approximate inference Bayesian analysis Censored data Location-scale regression model