Bayesian monitoring of event rates with censored data.

A Bayesian approach to monitoring event rates with censored data is proposed. A Dirichlet prior for discrete time event probabilities is blended with discrete survival times to provide a posterior distribution that is a mixture of Dirichlets. Approximation of the posterior distribution via data augmentation is discussed. Practical issues involved in implementing the procedure are discussed and illustrated with a simulation of the single arm Cord Blood Transplantation Study where 6-month survival is monitored.