On a class of Bayesian nonparametric estimates: II. Hazard rate estimates

The Bayes estimation of hazard rates for a family of multiplicative point processes is considered. We study the model for which a hazard rate can be linearly parametrized by a freely varied measure. The weighted gamma process is assumed to be the prior distribution of this measure; the posterior distributions and the posterior means are given in explicit forms. Examples of the evaluation of posterior means are given.The research of this author is supported in part by NSF Grant MCS 81-02523-01.