2 Right Censoring and Kaplan-Meier Estimator - NCSU Statistics
2 Right Censoring and Kaplan-Meier Estimator - NCSU Statistics
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