“…We discuss the physical interpretations, new stochastic formulations and the relationships among the following models of recurrent events data: the frailty model (Oakes (1992), Sinha 1993 andHougaard (2000)), the M-site model (Gail et al, 1980) and the time-varying correlated frailty model (Herdersen and Shimakura, 2003). Despite the recent interest and research activity in Bayesian survival analysis (e.g., Sinha and Dey (1998), Walker, et al (1999), Dey, Mueller and Sinha (1998) and Ibrahim, Chen and Sinha (2001)), the current Bayesian literature on recurrent events data is very limited.…”