On a class of Bayesian nonparametric estimates: II. Hazard rate estimates

Abstract

The Bayes estimation of hazard rates for a family of multiplicative point processes is considered. We study the model for which a hazard rate can be linearly parametrized by a freely varied measure. The weighted gamma process is assumed to be the prior distribution of this measure; the posterior distributions and the posterior means are given in explicit forms. Examples of the evaluation of posterior means are given. © 1989 The Institute of Statistical Mathematics.