PRIOR SPECIFICATION IN BAYESIAN ESTIMATION WHEN FITTING DIRICHLET PROCESS LOGNORMAL MIXTURE MODELS

  • Henry Ondicho Nyambega Kisii University, Kisii, Kenya
  • Dr. George O.Orwa JKUAT, Nairobi, Kenya
  • Dr. Joseph K.Mung’atu JKUAT, Nairobi, Kenya
  • Prof. Romanus O.Odhiambo JKUAT, Nairobi, Kenya
Keywords: Lognormal,, Prior, Dirichlet Mixture models, MCMC

Abstract

In this paper Prior specification on Bayesian inference when fitting a Dirichlet process mixture model with a lognormal kernel (DPLNMM) in the presence of censoring is considered. We study the effects of prior choices on posterior inference by varying prior dispersion. Simulation and an application to leukemia data study was carried out with different priors. The Bayesian approach via the Gibbs Sampler Markov Chain Monte Carlo algorith.

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Author Biographies

Henry Ondicho Nyambega, Kisii University, Kisii, Kenya

Department of Mathematics and Actuarial Science

Dr. George O.Orwa, JKUAT, Nairobi, Kenya

Department of Statistics and Actuarial Science

Dr. Joseph K.Mung’atu, JKUAT, Nairobi, Kenya

Department of Statistics and Actuarial Science,

Prof. Romanus O.Odhiambo, JKUAT, Nairobi, Kenya

Department of Statistics and Actuarial Science,

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Published
2017-04-30
How to Cite
Nyambega, H. O., Orwa, D. G. O., Mung’atu, D. J. K., & Odhiambo, P. R. O. (2017). PRIOR SPECIFICATION IN BAYESIAN ESTIMATION WHEN FITTING DIRICHLET PROCESS LOGNORMAL MIXTURE MODELS. IJRDO -JOURNAL OF MATHEMATICS, 3(4), 01-12. https://doi.org/10.53555/m.v3i4.1560