Bayesian Inference For The Segmented Weibull Distribution

In this paper, we introduce a Bayesian approach for segmented Weibull distributions which could be a good alternative to analyze medical survival data in the presence of censored observations and covariates. With the obtained Bayesian estimated change-points we could get an excellent fit of the proposed model to any data sets. With the proposed methodology, it is also possible to identify survival times intervals where a covariate could have significantly different effects when compared to other lifetime intervals, an important point under a clinical view. The obtained Bayesian estimates are obtained using standard Markov Chain Monte Carlo methods. Some examples with real data sets illustrate the proposed methodology and its potential clinical value.