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2 Right Censoring and Kaplan-Meier Estimator - NCSU Statistics

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CHAPTER 2 ST 745, Daowen Zhang<br />

If we wanted to estimate π(x)[1−π(x)]<br />

, then using (2.d) we might think that<br />

Y (x)<br />

dN(x)<br />

Y (x)<br />

� �<br />

Y (x)−dN(x)<br />

Y (x)<br />

Y (x) − 1<br />

may be reasonable. In fact, we would then use as an estimate for Var( � Λ(t)) the following<br />

estimator; summing the above estimator over all grid points x such that x +∆x ≤ t.<br />

�Var( � Λ(t)) = �<br />

⎡<br />

⎣<br />

x

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