KaplanMeierin
KaplanMeierin, commonly known as the Kaplan-Meier estimator or product-limit estimator, is a non-parametric statistic used to estimate the survival function S(t) of time-to-event data in the presence of right censoring. It was introduced by Edward L. Kaplan and Paul Meier in 1958 and remains a standard tool in medical research and reliability analysis. The survival function S(t) represents the probability of surviving beyond time t.
Computation and interpretation: At each observed event time t i, let d i be the number of
Variance and confidence intervals: Variance is commonly estimated using Greenwood’s formula: Var[S(t)] = S(t)² sum over i
Assumptions and extensions: The method assumes non-informative censoring and independence between censoring and survival. It handles