Neutral to the Right Processes from a Predictive Perspective: A Review and New Developments

Authors:   Muliere P, Walker S

Publication Year:   1997

Reference:  IIASA Interim Report IR-97-082

Abstract

This paper presents a Bayesian nonparametric approach to survival analysis based on arbitrarily right censored data. The first aim will be to show that the "neutral to the right"process is the natural prior to use in this context. Secondly, the properties of a particular neutral to the right process, the "beta-Stacy"process are examined. Finally, the connections between some Bayesian bootstraps and the beta-Stacy process are investigated.

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