Bayesian perspective on random censored survival data (Q2338834)

Summary: A unit is said to be randomly censored when the information on time occurrence of an event is not available due to either loss to followup, withdrawal, or nonoccurrence of the outcome event before the end of the study. It is assumed in independent random/noninformative censoring that each individual has his/her own failure time \(T\) and censoring time \(C\); however, one can only observe the random vector, say, \((X; \delta)\). The classical approach is considered for analysing the generalised exponential distribution with random or noninformative censored samples which occur most often in biological or medical studies. The Bayes methods are also considered via a numerical approximation suggested by \textit{D. V. Lindley} [``Approximate Bayesian methods'', Trab. Estad. Invest. Oper. 31, No. 1, 223--245 (1980; \url{doi:10.1007/BF02888353})] and that of the Laplace approximation procedure developed by \textit{L. Tierney} and \textit{J. B. Kadane} [``Accurate approximations for posterior moments and marginal densities'', J. Am. Stat. Assoc. 81, No. 393, 82--86 (1986; \url{doi:10.2307/2287970})] with assumed informative priors alongside linear exponential loss function and squared error loss function. A~simulation study is carried out to compare the estimators proposed in this paper. Two datasets have also been illustrated.