AperTO -Archivio Istituzionale Open Access dell'Università di TorinoEstimation, prediction and interpretation of NGG random effects models: An application to Kevlar fibre failure times / Argiento, R.; Pievatolo, A.. -55(2014), pp. 805-826.
Original Citation:Estimation, prediction and interpretation of NGG random effects models: An application to Kevlar fibre failure times Compared to a previous parametric Bayesian analysis, we obtain narrower credibility intervals and a better fit to the data. We also fit a similar semiparametric model, which can be seen a a special case of ours, where the error is a scale mixture of Weibull densities, mixed by a Dirichlet process, whereas the shape parameter has a parametric prior. The adequacy of the two semiparametric models is comparable, but the more general model provides a different evaluation of the posterior variance of the left tail of the lifetime distribution, which is an effect of assuming a nonparametric prior on both parameters of the Weibull density.