Sampling Based Approach to Computing Nonparametric Bayesian Estimators with Doubly Censored Data,
Abstract
Nonparametric Bayesian estimators with Dirichlet process priors for doubly censored data can be derived from mixtures of Dirichlet distributions. To circumvent the computational difficulties in evaluating these mixtures, this paper describes the Gibbs sampling approach to approximating them. The Gibbs samplers augment the censored data by the number of observations falling into each interval. An example taken from Turnbull (1974) is given to illustrate the roach. Gibbs sampling; Stochastic substitution; Dirichlet process priors; Doubly censored data.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1992
- Accession Number
- ADP007223
Entities
People
- Lynn Kuo
Organizations
- University of Connecticut