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BOOTSTRAPPING A BAYES ESTIMATOR OF A SURVIVAL

FUNCTION WITH CENSORED DATA

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MARTIN T. WELLS^{1} AND RAM C. TIWARI^{2}

^{1} *Statistics Center, Cornell University, Ithaca, NY 14851, U.S.A.*

^{2} *Department of Mathematics, University of North Carolina at Charlotte,*

Charlotte, NC 28223, U.S.A.
(Received February 8, 1993; revised December 27, 1993)

**Abstract.**
The large-sample frequentist property of a
frequentist bootstrap for a posterior mean with respect to a
Dirichlet prior of the survival function for a randomly censored data
is given. The weak convergence of a bootstrap version of the
Susarla-Van Ryzin estimator is established on the whole real line. An
illustration of the technique and some Monte Carlo studies are also
given.

*Key words and phrases*:
Bayesian bootstrap, survival
function, square-integrable martingales.

**Source**
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