A principled distance-based prior for the shape of the Weibull model

J. van Niekerk; H. Bakka; H. Rue

doi:10.1016/j.spl.2021.109098

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A principled distance-based prior for the shape of the Weibull model

Journal article

Peer reviewed

A principled distance-based prior for the shape of the Weibull model

J. van Niekerk, H. Bakka and H. Rue

Statistics & probability letters, Vol.174, p.109098

01/07/2021

DOI: https://doi.org/10.1016/j.spl.2021.109098

Abstract

Mathematics

Physical Sciences

Science & Technology

Statistics & Probability

We propose a principled prior for the shape parameter of the Weibull model, based on a distance. It can be used as a default non-objective choice, in complex models with a Weibull modelling component and is implemented in the R-INLA package. (C) 2021 Elsevier B.V. All rights reserved.

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Title: A principled distance-based prior for the shape of the Weibull model
Creators - without role: J. van Niekerk - King Abdullah University of Science and Technology
H. Bakka - King Abdullah University of Science and Technology
H. Rue - King Abdullah University of Science and Technology
Publication Details: Statistics & probability letters, Vol.174, p.109098
Publisher: Elsevier
Number of pages: 5
Identifiers: 9942274008331
Academic Unit: King Abdullah University of Science & Technology
Language: English
Resource Type: Journal article