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Use Software R to do Survival Analysis and - The Department of ...

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tempage library(emplik) # load the package<br />

1. Confidence interval for the survival probabilities <strong>and</strong> quantiles.<br />

Probability/Quantile can be expressed as a (explicit/implicit) functional <strong>of</strong> the CDF or a functional<br />

<strong>of</strong> the cumulative hazard. So, we can <strong>do</strong> it in two different ways.<br />

For a given T , the probability P (X ≤ T ) = F (T ), <strong>and</strong> it can be written as F (T ) = ∫ I [s≤T ] dF (s).<br />

In the example below I <strong>to</strong>ok T = 1. Also, here (P-value > 0.05) iff (-2LLR < 3.841). So, instead <strong>of</strong><br />

looking at the P-value, we examine the -2LLR value.<br />

set.seed(123)<br />

xvec

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