Open AccessGeneralized Topp-Leone-Weibull AFT Modelling: A Bayesian Analysis with MCMC Tools using R and Stan
Author(s) -
Md. Ashraf-Ul-Alam,
Athar Ali Khan
Publication year - 2021
Publication title -
österreichische zeitschrift für statistik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.342
H-Index - 9
ISSN - 1026-597X
DOI - 10.17713/ajs.v50i5.1166
Subject(s) - weibull distribution , statistics , exponentiated weibull distribution , bayesian probability , mathematics , markov chain monte carlo , econometrics
The generalized Topp-Leone-Weibull (GTL-W) distribution is a generalization of Weibull distribution which is obtained by using generalized Topp-Leone (GTL) distribution as a generator and considering Weibull distribution as a baseline distribution. Weibull distribution is a widely used survival model that has monotone- increasing or decreasing hazard. But it cannot accommodate bathtub shaped and unimodal shaped hazards. As a survival model, GTL-W distribution is more flexible than the Weibull distribution to accommodate different types of hazards. The present study aims at fitting GTL-W model as an accelerated failure time (AFT) model to censored survival data under Bayesian setting using R and Stan languages. The GTL-W AFT model is compared with its sub-model and the baseline model. The Bayesian model selection criteria LOOIC and WAIC are applied to select the best model.