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Physical Sciences and Mathematics Commons

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William & Mary

Mathematics

2022

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Full-Text Articles in Physical Sciences and Mathematics

The Probability Mass Function Of The Kaplan-Meier Product-Limit Estimator, Yuxin Qin, Heather Sasinowska, Lawrence Leemis May 2022

The Probability Mass Function Of The Kaplan-Meier Product-Limit Estimator, Yuxin Qin, Heather Sasinowska, Lawrence Leemis

Arts & Sciences Articles

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.