Bayesian Estimator of a Change Point in the Hazard Function

Durdu Karasoy

doi:10.3390/mca17010029

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Article

1 April 2012

Bayesian Estimator of a Change Point in the Hazard Function

Department of Statistics, Hacettepe University, 06800 Beytepe, Ankara, Turkey

Math. Comput. Appl.2012, 17(1), 29-38;https://doi.org/10.3390/mca17010029

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Abstract

This article presents a new approach for obtaining the change point in the hazard function. The proposed approach is developed with the Bayesian estimator. Using a simulation study, mean value and mean square error (MSE) of proposed estimator are obtained and compared with the mean and MSE of traditional estimators. It is showed that the proposed estimator is more efficient than the traditional estimators in many cases. Furthermore, a numerical example is discussed to demonstrate the practice of the proposed estimator.

Keywords:

Bayesian Estimator; Change Point; Constant Hazard; Survival Analysis

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