Revista Colombiana de Estadística
versão impressa ISSN 0120-1751
HERNANDEZ, FREDDY e USUGA, OLGA CECILIA. Bayesian Analysis for the Generalized Lognormal Distribution Applied to Failure Time Analysis. Rev.Colomb.Estad. [online]. 2011, vol.34, n.1, pp. 95-109. ISSN 0120-1751.
There are several versions of the lognormal distribution in the statistical literature, one is based in the exponential transformation of generalized normal distribution (GN). This paper presents the Bayesian analysis for the generalized lognormal distribution (logGN) considering independent non-informative Jeffreys distributions for the parameters as well as the procedure for implementing the Gibbs sampler to obtain the posterior distributions of parameters. The results are used to analyze failure time models with right-censored and uncensored data. The proposed method is illustrated using actual failure time data of computers.
Palavras-chave : Bayesian inference; Failure time analysis; Gibbs sampling; Lognormal distribution; Right censoring.