Nonparametric inference

Survival data is subject to censoring and we need to introduce a new quantity to capture this information. Suppose that we have a n IID random sample of lifetime random variables in Nonparametric inference, and we know that the event of interest might have occurred or that it will occur sometime in the future. The additional information is captured by the Kronecker indicator variable, Nonparametric inference:

Nonparametric inference

Thus, we have n pairs of random observations in the Ts and s, ...

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