On hierarchical Bayes procedures for predicting simple exponential survival.
The situation considered is the prediction of a future observation from a simple exponential survival distribution in a hierarchical Bayes context. It is shown that when the hyperparameters need to be estimated from the data, a sample reuse approach is superior to maximum likelihood and method of moments estimation procedures.
Geisser
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School of Statistics, University of Minnesota, Minneapolis 55455.
D001499:Bayes Theorem; D016013:Likelihood Functions; D011336:Probability; D016019:Survival Analysis