I'm writing a JAGS
script (hierarchical bayesian model) where the times of events are modelled as a race between two processes.
Observations: time
is the measured times of events.
Model: two processes with gaussian rates - whichever process finishes first triggers the event.
Goal: Estimate the rates of the two processes.
model{
# Priors
mu1 ~ dnorm( 0,1 ) # rate of one process
mu2 ~ dnorm( 0,1 ) # rate of other process
sigma1 <- 1 # variability in rate
sigma2 <- 0.1 # variability in rate
# Observations
for (i in 1:N)
rate1[i] ~ dnorm( mu1, sigma1 ) # Sample the two
rate2[i] ~ dnorm( mu2, sigma2 ) # racing processes.
rmax[i] <- max( rate1[i], rate2[i] ) # which was faster?
time[i] ~ 1/rmax[i] #### This is wrong!
}
}
Question: How can I indicate that the times are sampled from the larger of two rates, each of which is sampled from a different distribution?
Example histogram of simulated time
data, using mu1=3, mu2=3
with different standard deviations for the two processes (fixed at 1 and 0.1)