Some Bayesian Frailty Models

S. G. Parekh, D. K. Ghosh, S. R. Patel

Abstract: Some Bayesian estimation is carried out by many authors but none has used frailty model. In this article we used frailty model and estimate maximum of posterior distribution as the posterior mode and illustrated it by some examples of different prior distributions. Also Bayesian estimation by taking frailty normal distribution is carried out and is done not only for univariate but also for bivariate normal frailty distribution.

Keywords: Frailty distribution, Bayesian estimation, Prior distribution, Posterior distribution, Maximum Posterior estimate, Posterior likelihood