Kaplan-Meier Estimator


The Kaplan-Meier estimator is a non-parametric statistic used to estimate the survival function of a population based on observed data. It is commonly used in medical research, engineering, and social sciences to estimate the probability of an event occurring over time, such as the survival rate of patients with a particular disease. The estimator works by calculating the probability of surviving past each observed time point, and then multiplying these probabilities together to obtain an overall estimate of survival. The Kaplan-Meier estimator is particularly useful when dealing with censored data, where the exact time of an event is unknown, but only that it occurred before or after a certain time point. In such cases, the estimator can still provide a reliable estimate of the survival function.


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