Mixture Hazard Models for Lifetime Data

We propose a general family of mixture hazard models to analyze lifetime data associated with bathtub and multimodal hazard functions. With this model we have a great flexibility for fitting lifetime data. Its version with covariates has the proportional hazard and the accelerated failure time models as special cases. A Bayesian analysis is presented for the model using informative priors, using sampling‐based approaches to perform the Bayesian computations. A real example with a medical data illustrates the methodology.