11.6 An Estimator of the Distribution Function When the Data are Censored (Kaplan–Meier)
Assumptions
B1. Let 
be independent, each with continuous life distribution 
. Let 
be independent, each with continuous censoring distribution function 
. 
is the censoring time corresponding to 
.
be independent, each with continuous life distribution . Let be independent, each with continuous censoring distribution function . is the censoring time corresponding to .B2. We observe, for 
,
, 
and 
, where
, where
Thus, 
is 1 if is uncensored and we observe the true survival time, , rather ...
is 1 if is uncensored and we observe the true survival time, , rather ...Get Nonparametric Statistical Methods, 3rd Edition now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
