On Bayesian Inference for Proportional Hazards Models Using Noninformative Priors

In this article, we investigate the propertiesof the posterior distribution under the uniform improper priorfor two commonly used proportional hazards models; the Weibullregression model and the extreme value regression model. We allowthe observations to be right censored. We obtain sufficient conditionsfor the existence of the posterior moment generating functionof the regression coefficients. A dataset involving a lung cancerclinical trial and a simulation are presented to illustrate ourresults.