Abstract: Inference on current data could be more reliable if
there exist similar data based on previous studies. Ibrahim and Chen [Statist.
Sci. 15 (2000), 46-60] utilize these data to characterize the power prior. The
power prior is constructed by raising the likelihood function of the historical
data to the power where The power prior is a useful
informative prior in Bayesian inference. However, for model selection or model
comparison problems, the propriety of the power prior is one of the critical
issues. In this paper, we focus on the propriety of the joint power prior and
derive the necessary conditions for the propriety of the Weibull regression
model.
Keywords and phrases: power prior, Weibull regression, historical data, propriety.
