Abstract
The term frailty enables us to introduce unobserved heterogeneity and associations into models for survival data. In this paper, we study gamma distribution as frailty distribution and two different baseline distributions namely Pareto and linear failure rate distribution. We estimate parameters of proposed models by introducing Bayesian estimation procedure using the Markov Chain Monte Carlo (MCMC) technique. In the present study a simulation is done to compare the true values of parameters with the estimated value. We try to fit the proposed models to a real life bivariate survival data set of McGrilchrist and Aisbett (1991) related to kidney infection. Also, we present a comparison study for the same data by using model selection criterion, and suggest a better model.