Exchangeable Markov survival processes and weak continuity of predictive distributions.

ABSTRACT: We study exchangeable, Markov survival processes - stochastic processes giving rise to infinitely exchangeable non-negative sequences (T ₁, T ₂, …). We show how these are determined by their characteristic index { ζ n } n = 1 ∞ . We identify the harmonic process as the family of exchangeable, Markov survival processes that compose the natural set of statistical models for time-to-event data. In particular, this two-dimensional family comprises the set of exchangeable, Markov survival processes with weakly continuous predictive distributions. The harmonic process is easy to generate sequentially, and a simple expression exists for both the joint probability distribution and multivariate survivor function. We show a close connection with the Kaplan-Meier

SUBMITTER: Dempsey W 

PROVIDER: S-EPMC6290900 | biostudies-literature | 2017

REPOSITORIES: biostudies-literature