Survival Analysis Notes

S t p y t p y t y tk p y tk nk dk nk p

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Unformatted text preview: survival is P (Y ≥ t |Y ≥ tj ) ≈ 1 − dj /nj = nj − dj nj for tj ≤ t < tj +1 Suppose we now take t so that tk ≤ t < tk +1 Survivor function estimate based on conditional probability. S (t ) = P (Y ≥ t ) = P (Y ≥ t |Y ≥ tk )P (Y ≥ tk ) nk − dk nk P (Y ≥ tk ) UNM Apply the same idea so that P (Y ≥ tk ) = P (Y ≥ tk |Y ≥ tk −1 )P (Y ≥ tk −1 ) nk −1 − dk −1 nk −1 P (Y ≥ tk −1 ) An estimate of the survivor function is S ∗ (t ) where S ∗ (t ) = nk − dk nk nk −1 − dk −1 nk −1 Keep going until we get to, P (Y ≥ t1 ) = P (Y ≥ tk −1 ) n1 −d1 n1 . UNM The...
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This note was uploaded on 01/27/2014 for the course STAT 574 taught by Professor Gabrielhuerta during the Fall '13 term at New Mexico.

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