Abstract
This paper presents a new derivation of nonparametric distribution estimation with right-censored data. It is based on an extension of the predictive inferences to compound evidence. The estimate is recursive and exact, and no stochastic approximation is needed: it simply requires that the censored data are processed in decreasing order. Only in this case the recursion provides exact posterior predictive distributions for subsequent samples under a Dirichlet process prior. The resulting estimate is equivalent to the Susarla-VanRyzin estimator and to the beta-Stacy process.
Citation
Ubaldo Garibaldi. Paolo Viarengo. "An exact predictive recursion for Bayesian nonparametric analysis of incomplete data." Electron. J. Statist. 6 2563 - 2573, 2012. https://doi.org/10.1214/12-EJS755
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