Document Type
Article
Department/Program
Mathematics
Journal Title
The American Statistician
Pub Date
Spring 5-24-2022
Publisher
Taylor & Francis
Abstract
Kaplan andMeier’s 1958 article developed a nonparametric estimator of the survivor function from a right censored dataset. Determining the size of the support of the estimator as a function of the sample size provides a challenging exercise for students in an advanced course in mathematical statistics. We devise two algorithms for calculating the support size and calculate the associated probability mass function for small sample sizes and particular probability distributions for the failure and censoring times.
Recommended Citation
Yuxin Qin, Heather Sasinowska & Lawrence Leemis (2022): The Probability Mass Function of the Kaplan–Meier Product–Limit Estimator, The American Statistician, DOI: 10.1080/00031305.2022.2070279
DOI
DOI: 10.1080/00031305.2022.2070279