This article analyzes the effects of unobserved family heterogeneity in children survival times through a Bayesian approach. We rely on survey data from Ivory Coast and use a proportional hazard model with multiplicative random effect. With such a model, the usual assumption of independence of observations is avoided. The posterior distributions of the parameters are estimated through a Gibbs sampler algorithm using the WinBUGS software. This technique overcomes the possible local convergence problem observed with the commonly used Expectation-Maximization method.