MathLiveKaplan–Meier estimator
Estimates the survival function from censored lifetime data by multiplying the conditional survival probabilities at each observed event time. It is widely used in medical and reliability studies where some subjects are lost to follow-up.
\widehat{S}(t) = \prod_{t_i \le t} \left(1 - \frac{d_i}{n_i}\right)What the symbols mean
| estimated probability of surviving beyond time t | |
| distinct observed event times | |
| number of events (e.g. deaths) occurring at time t_i | |
| number of subjects still at risk just before time t_i |
About this formula
- FieldStatistics
- TopicSurvival analysis
- LevelUniversity
- Also calledproduct limit estimator, Kaplan-Meier curve, Kaplan–Meier survival plot, survival function estimate, non-parametric survival estimator, product limit formula
- SourceWikidata Q1432420
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