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If entry is uniform on calendar interval $[{\tau }_a,{\tau }_b]$ and follow-up stops at ${\tau }_c$, the censoring duration is uniform on $[{\tau }_c-{\tau }_b,{\tau }_c-{\tau }_a]$. Its hazard function diverges at the longest possible follow-up. It is independent censoring when entry date is independent of prognosis after the required conditioning.

When cohorts share one time-since-entry survival distribution, their observations can be pooled using the Kaplan–Meier estimator, even when later cohorts have shorter administrative follow-up. A short-follow-up cohort still improves estimation of early survival, which is a factor in survival at later times. Pooling requires comparable survival across cohorts and independent censoring; calendar-period or cohort effects can invalidate that assumption.

A Compensator of a counting process $N$ is a predictable increasing process $\Lambda$, normalized by ${\Lambda }_0=0$, such that $N-\Lambda$ is a local martingale. Under the standard local-integrability and usual-filtration conditions, the predictable compensator is unique up to indistinguishability. It describes accumulated conditional event rate, not an event probability.

For a rate-$\lambda$ Poisson process, ${\Lambda }_t=\lambda t$ and $N_t-\lambda t$ is a martingale. If $T$ is exponential of rate $\lambda$ and $N_t=1_{\{T\le t\}}$ counts a single event, its predictable intensity is $\lambda 1_{\{N_{t-}=0\}}$ andThe rate shuts off after the event. This pathwise accumulated intensity can exceed one even before an event occurs; it differs from the deterministic probability $\mathbb{P}(T\le t)=1-e^{-\lambda t}$.

A compensator need not be absolutely continuous in time. The deterministic count $N_t=1_{\{t\ge 1\}}$ has compensator $\Lambda =N$, because its jump time is known in advance and $N-\Lambda =0$. No ordinary Rate function integrated against $dt$ produces that step. When ${\Lambda }_t={\int }_0^t{\lambda }_{s}ds$, the predictable derivative ${\lambda }_s$ is the counting-process intensity. For an observed survival event under independent censoring it takes the familiar form ${\lambda }_s=Y_s{h}_s$.

In a Cox proportional-hazards model, $h_i(t)=h_0(t)\exp \{{\beta }^T{z}_i(t)\}$. At distinct event times $t_j$, let $i_j$ identify the event subject and let $R_j$ be the risk set immediately before $t_j$. With covariates evaluated just before the event, the untied Cox partial likelihood isEach ratio is the conditional probability that the next single failure belongs to the observed subject, given its event time and current risk set. Substituting the hazards into this ratio cancels their common baseline hazard $h_0(t_j)$. With three subjects whose scalar covariates are $0,0,1$, the probability that the third subject fails next is $e^{\beta }/(2+e^{\beta })$.

A risk set includes subjects who have entered observation and remain event-free and uncensored at that instant; delayed entry and time-dependent covariates must be represented accordingly. The usual inference requires appropriate independent censoring conditional on the modeled information. Tied recorded event times require a specified treatment, such as the Breslow approximation for tied event times, the Efron approximation for tied event times, or an exact tied-set conditional likelihood for its discrete-time model. These need not give the same objective as an arbitrarily ordered sequence of failures.^[ref]

Assume independent individual event times with positive time-constant hazard multipliers and a common baseline hazard whose cumulative hazard tends to infinity. Transforming each event time by that cumulative hazard then gives independent exponential event times with corresponding rates, so all event orders exist. Their complete-order probabilities select each next label proportionally to its remaining multiplier. Marginalizing over the position of a deleted label leaves the order law of the other exponential times, hence the same sequential formula without that label. This proves the deletion identity used when unobserved ranks are summed out. It does not supply a likelihood function for censoring times; ignoring censoring in observed survival analysis still needs independent censoring.

A Cox–Snell residual is the fitted cumulative hazard function evaluated at an observed event or censoring time: $r_i={\hat{H}}_i(Y_i)$. Its reference probability distribution comes from the probability integral transform. If the true event time $T_i$ has a proper continuous survival function $S_i$, then $H_i=-\log S_i$ satisfiesFor example, an exponential distribution with rate $\lambda$ has $H(t)=\lambda t$, so rescaling its event time by $\lambda$ produces a unit-rate exponential distribution.

With right censoring, $Y_i=\min (T_i,C_i)$ and the transformed observation is $H_i(Y_i)$ together with its original event indicator ${\delta }_i$. Under independent censoring, a Kaplan–Meier estimator applied to these transformed observations should approximately follow $e^{-r}$; its logarithm should approximately follow a straight line of slope minus one. Censored residuals must remain censored in this comparison.

The exact exponential identity uses the true model, whereas ${\hat{H}}_i$ is estimated from data: fitted residuals are approximate diagnostics and need not be independent exact exponentials. Atoms in a discrete event-time probability distribution, or a cure fraction with positive probability of no finite event, invalidate the unmodified proper-continuous reference law. Such models require diagnostics respecting their jumps or surviving mass.

At ordered possible failure times $t_j$, the discrete hazard is $h_j=\mathbb{P}(T=t_j\mid T>t_{j-1})$. Its survival function satisfies $S(t_j)=S(t_{j-1})(1-h_j)$, and hence $S(t)={\prod }_{t_j\le t}(1-h_j)$. Estimating $h_j$ by the observed number of failures divided by the risk set size under independent censoring yields the Kaplan–Meier estimator. Unlike a continuous-time hazard rate, a discrete hazard is a probability between zero and one.

Under independent censoring and a constant event rate, $d$ observed events over total observed person-time $X$ give likelihood proportional to ${\lambda }^d{e}^{-\lambda X}$ and estimate $d/X$ for $d,X>0$. Censored observations belong in $X$. With no events the positive-rate likelihood has a boundary supremum.

Under independent censoring, a model $H_i(t)=\lambda t+G_i(t)$ with known $G_i$ has score ${\sum }_i{v}_i/(\lambda +G_i^{\prime }(x_i))-X$, where $X={\sum }_i{x}_i$ and $d={\sum }_i{v}_i$. Expanding about the ordinary exponential estimate $d/X$ gives the displayed first-order correction when every added event-time hazard is small compared with $d/X$. The integrated offsets contribute constants to the log-likelihood. If all $G_i^{\prime }(x_i)=g$, the positive interior estimate is exactly $d/X-g$.

When event times are observed only in intervals and the covariate vector is constant within an interval, a proportional hazards model gives $p_{ij}=1-\exp [-\Delta H_{0j}\exp ({\beta }^T{z}_i)]$. Thus the interval event probability has a complementary log-log link, with ${\alpha }_j=\log \Delta H_{0j}$ an interval-specific intercept. The person-period Bernoulli likelihood models several events in one interval directly, without inventing their order. It needs appropriate independent censoring assumptions and a consistent account of interval entry and observation.

A simple sufficient independent censoring assumption is that the potential observation-ending time $C$ and survival time $T$ are independent random variables. More generally, appropriate conditional independence given the covariates used in the analysis can suffice for analysis within those conditions. The requirement concerns the potential times, rather than independence of the observed duration $Y=\min (T,C)$ and event indicator $\delta$: those recorded quantities ordinarily depend on each other.

For an ordinary pooled Kaplan–Meier estimator, the observed risk set must represent the future event experience of everyone still event-free at each time. Conditional independence given a covariate does not alone justify ignoring that covariate in a pooled calculation. Also, there must be a positive probability of remaining observed through the horizons being estimated. If follow-up ends at a common closing time, it supplies no observations to identify the later survival function. Independent subjects with a common survival distribution and independent censoring form the basic model in Lu Tian's STAT331 notes, Unit 3, pages 1–4.

For example, subjects who stop attending because their condition is deteriorating can produce informative censoring. A predetermined common closing date can instead give administrative censoring, provided calendar entry and other relevant conditions do not select future survival times. The reason for stopping observation must be justified from study design and context; the recorded event indicators alone cannot verify independent censoring.

At distinct observed event times $t_1<t_2<\cdots$, let $n_j$ be the risk set size immediately before $t_j$, and let $d_j$ count events at $t_j$. The Kaplan–Meier estimator of the survival function isThe empty product is one. Each factor estimates a conditional survival probability among those still observed and event-free; their product joins the successive steps. This is nonparametric statistics: no specified shape for the survival distribution is imposed. Use independent censoring and the appropriate risk sets to interpret the result as an estimate for the intended population.

The Kaplan–Meier estimator is a right-continuous function with downward jumps at event times. Right censoring changes later denominators without causing a jump. A tick on the curve marks right censoring, rather than a failure. For a tied group of $d_j$ events, use the one factor $(n_j-d_j)/n_j$; subjects right-censored at that recorded time remain in $n_j$ for this factor. The fraction $d_j/n_j$ estimates a discrete hazard, not a continuous hazard function in inverse-time units. With no censoring, the factors telescope to the fraction of the original cohort whose observed survival times exceed $t$, the complement of its empirical distribution function.

Edward L. Kaplan and Paul Meier published ^[ref]. Their paper addresses lifetime estimation when observation ends before failure and explicitly calls attention to the assumption of independence between lifetime and potential observation loss. The date 1958 is the original publication year; the publisher's later online-posting date is not the discovery date.

In his ^[ref], Kaplan traces Meier's interest to cancer-duration data in 1952 and his own to the lifetimes of vacuum tubes in undersea telephone-cable equipment a year later. The journal encouraged them to combine their manuscripts. The shared mathematical question was how to estimate a survival function when some lifetimes are still running or disappear from observation.

Life testing observes failure times under a specified test protocol to estimate a lifetime probability distribution or check a reliability theory model. A test can end before every unit fails. Under right censoring, one records $Y_i=\min (T_i,C_i)$ and ${\delta }_i=1_{\{T_i\le C_i\}}$, where $T_i$ is the failure time and $C_i$ is the observation limit.

For independent censoring, the part of the likelihood function involving a continuous lifetime model with probability density function $f$ and survival function $R$ isA unit that fails at 45 hours contributes $f(45)$; one still working when observation ends at 60 hours contributes $R(60)$. Treating the latter as a failure at 60 hours invents an event that was not observed. The test protocol and any dependence between failure and observation limits therefore affect what can be inferred.^[ref]

For an observed transformed time $Y=H(\min (T,C))$ and event indicator $\Delta$, the correction $Y^{\ast }=Y+1-\Delta$ has mean one under independent censoring. Its complement $1-Y^{\ast }=\Delta -Y$ is the corresponding martingale residual.

With one A and one B observation per stratum and no ties, the stratified log-rank statistic receives a nonzero contribution only when the earlier observation is a failure while both remain at risk. It is $+1/2$ if A fails first and $-1/2$ if B fails first. After the first observation, only one member remains and every further observed-minus-expected contribution is zero. Under an exchangeable null with independent censoring, conditional on being informative the two signs have equal probability, with mean zero and variance $1/4$. Thus standardization is the normal approximation to a sign test on informative pairs. Failure-time distances do not affect this statistic.

For a Cox proportional-hazards model, let ${\ell }_p$ denote the logarithm of the Cox partial likelihood. To compare a full parameter space with a nested null model imposing $q$ independent smooth restrictions, maximize the same partial likelihood under each model and formNesting makes $T\ge 0$. Under the null hypothesis, a correctly specified regular model, independent censoring conditional on covariates, fixed parameter dimension, an interior true parameter and nonsingular limiting information, $T\stackrel{d}{\to }{\chi }_q^2$. The degrees of freedom count independent restrictions, not the number of observed failures. For example, testing that two identifiable regression coefficients both vanish gives $q=2$.

The calibration follows from the local quadratic expansion of ${\ell }_p$: the unrestricted maximizer removes the score component in the $q$ constrained directions, whose standardized squared length has a chi-squared distribution. It requires enough event information for this approximation. A variance parameter constrained to be nonnegative and tested at zero, or a parameter unidentified under the null model, violates the regular interior assumptions; an ordinary ${\chi }_q^2$ reference cannot be presumed. Model comparisons must also use the same observations and the same event-tie convention.

The two colonies with no observed cheaters are right-censored after seven days. Each contributes $\mathrm{Pr}(X>7)=(1-p{)}^7$, not the probability of an event on day seven or eight. The four observed first events contribute four factors of $p$ and $(6-1)+(7-1)+(5-1)+(5-1)=19$ failures. Including the two censored exposures givesThe beta distribution prior therefore yieldsIts probability density function is proportional to $p^8(1-p{)}^{37}$ for $0<p<1$: it vanishes at both endpoints, is unimodal, and has its mode at $8/45\simeq 0.17778$. The right panel of the sketch in question 5(b) shows this moderately right-skewed density. The calculation assumes daily observations detect the first event and that stopping the experiment after seven days is independent censoring.

The survival estimates favor the new treatment at the two reported times, with absolute survival differences $0.199$ at two years and $0.157$ at five years. These point differences alone do not establish efficacy. Randomization supports a causal comparison of the treatment assignments, but sampling variance, censoring, follow-up, protocol adherence and the prespecified endpoint still matter. One should not infer a statistically established benefit merely from two larger estimates.

A Kaplan–Meier estimator iswhere $r_j$ is the risk set and $d_j$ the event count. Its uncertainty depends on the actual risk sets, not just the initial group size. The Greenwood formula estimatesWithout the missing survival tables one cannot calculate these standard errors or the uncertainty of the group difference. In particular, replacing the estimator variance by the variance of an uncensored binomial proportion would generally be wrong.

I would advise presenting both curves with numbers at risk and confidence intervals, checking independent censoring, and reporting a prespecified overall comparison plus an effect estimate and interval. For an unadjusted log-rank test, write $O_1={\sum }_j{d}_{1j}$ and $E_1={\sum }_j{d}_j{r}_{1j}/r_j$. Its hypergeometric null variance isTerms with no possible variation contribute zero. This compares the entire event history rather than selecting two arbitrary times, uses the available risk sets, and avoids choosing favorable time points after examining the curves. It is especially effective under proportional hazards. Crossing curves can make a log-rank comparison insensitive; a prespecified restricted mean survival time difference or another suitable time-varying analysis may then be more informative. An overall comparison does not make a clinically important prespecified time-point contrast invalid.

The Kaplan–Meier median survival time is the first event time at which $\hat{S}(t)\le 1/2$. Monotonicity of the reported estimates impliesIf the new-treatment curve never reaches one half during observed follow-up, its median is not estimable from that curve. The exact crossing times cannot be reconstructed from two survival probabilities: the standard curve could first cross at three or at four years and still have the same values at two and five years. The point estimates suggest benefit, but the evidence and exact medians require the missing event/censoring tables. Neither a conclusive agreement nor a conclusive rejection of benefit is justified from these numbers alone.

These are separate data, so results from the randomized trial must not be carried over. First inspect the construction of the survival response: a command creating a survival time object must pair follow-up in months with an event indicator, whose death/censoring coding should be checked explicitly. A censoring time is not an observed death time. Stratified product-limit fits would then summarize Kaplan–Meier estimators for the dose groups before adjusted regression.

If the fitted command is a Cox proportional-hazards model with dose, sex and age, its specification isThere is no separate intercept estimate because an intercept is absorbed into the unspecified baseline hazard $h_0$. With the stated coding, $e^{{\beta }_G}$ compares high-dose with low-dose death hazards at equal sex and age; $e^{{\beta }_F}$ compares female with male hazards at equal dose and age; $e^{{\beta }_A}$ is the hazard multiplier for a one-year age increase. A negative treatment coefficient would correspond to a lower fitted hazard under high dose. A hazard ratio is not a ratio of survival probabilities, nor directly a ratio of survival times. Under this model the survivor function is $S(t\mid x)=S_0(t{)}^{\exp (x^T\beta )}$.

The coefficient standard errors, Wald ratios and exponentiated confidence intervals should be read together. The common large-sample interval for a coefficient's hazard ratio isGlobal likelihood-ratio, score and Wald tests assess the included slopes jointly; for exactly these three one-coefficient terms their reference degrees of freedom are three. They need not coincide in a small sample. The Cox partial likelihood uses the event risk sets; the fitted log-likelihood is not a full likelihood for an estimated baseline survival curve. The method for tied event times should be recorded.

Check the proportional hazards assumption using scaled Schoenfeld residuals and time trends; check the functional form of age, influential subjects and independent censoring. Dose-by-age or dose-by-sex interaction terms are scientifically possible but require enough information and a stated model comparison. Adjustment can alter a crude dose association, and the allocation mechanism here is not specified as randomized. No coefficients, confidence limits, significance results, exact fitted calls or diagnostics for this dataset are recoverable without the output sheet. The displayed model is an interpretation template, not a claim that it was the exact missing command.

Under independent censoring, order the distinct observed failure times as $t_1<\cdots <t_m$. Let $r_j=\#\{i:x_i\ge t_j\}$ be the size of the risk set just before $t_j$, and let $d_j=\#\{i:x_i=t_j,v_i=1\}$ be the number of failures there. The estimated conditional probability of surviving that event time is $1-d_j/r_j$. Multiplying these conditional survival probabilities gives the Kaplan–Meier estimatorA censored observation leaves the risk set after its censoring time but does not create a downward survival jump. With tied failure and censoring times, the displayed risk-set convention includes those censored at the time while processing failures, then removes them.

Since $H=-\log S$, the Kaplan–Meier estimator of the cumulative hazard function isThis is not exactly the Nelson–Aalen estimator ${\sum }_{t_j\le t}{d}_j/r_j$, although the two are close when the individual fractions are small. If a jump exhausts the risk set, $\hat{S}$ becomes zero and ${\hat{H}}_{\mathrm{KM}}$ becomes infinite; transformed residuals beyond that point require a finite-tail modelling convention or restriction of follow-up.