Sankhya: The Indian Journal of Statistics

1999, Volume 61, Series B, Pt. 3, pp. 413--421.

EXACT BIAS AND VARIANCE OF THE PRODUCT LIMIT ESTIMATOR

By

PETER HANGPING ZHANG, Otsuka America Pharmaceutical, Rockville

SUMMARY. Kaplan and Meier (1958) proposed for right censored data a nonparametric estimator of the survival distribution called the Product Limit (PL) estimator which is widely used in medical and other applications. A new formula for exact bias and variance of Kaplan-Meier product limit estimator was developed and computation is accomplished by Monte Carlo simulation.

AMS (1991) subject classification.Primary 62F11; secondary 62E15.

Key words and phrases. Kaplan-Meier estimator; exact estimator; bias; variance; product limit estimator.

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