17.6.1.2 Algorithms (Kaplan-Meier Estimator)

The Kaplan-Meier estimate of the survival probabilities is a step function, let t_i\,\!, i = 1, 2, 3, ..., n. denotes the ordered distinct time for the observed event occurred, the survivorship function can be calculate by:

\hat S(t)=\prod_{j=1}^i(\frac{n_j-d_j}{n_j}),

wheres n_j\,\! is the sample number at time t_j\,\! and d_j\,\! is the number of observed events and censored observations at time t_j\,\!.

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