Model Checking with Right Censored Data Using Relative Belief Ratio

Entropy (Basel). 2022 Oct 31;24(11):1579. doi: 10.3390/e24111579.

Abstract

Model checking is a topic of special interest in statistics. When data are censored, the problem becomes more difficult. This paper employs the relative belief ratio and the beta-Stacy process to develop a method for model checking in the presence of right-censored data. The proposed method for the given model of interest compares the concentration of the posterior distribution to the concentration of the prior distribution using a relative belief ratio. We propose a computational algorithm for the method and then illustrate the method through several data analysis examples.

Keywords: beta-Stacy process; model checking; nonparametric Bayesian statistics; relative belief inferences; right-censored data.