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Kaplan–Meier telescoping across a censor-free interval (S(b)=S(a)(r−d)/r)

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Survival analysis Kaplan–Meier estimator
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For a fixed cohort with r individuals at risk just after a, no censoring or entry inside (a,b), and d events in (a,b], the Kaplan–Meier estimator factors telescope to the displayed ratio. A tied group of dj​ events contributes (rj​−dj​)/rj​, the same product as any sequential ordering without intervening censoring. Events at b are counted before censoring at the same time under the usual convention.

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  • Kaplan–Meier six-subject cohort
  • Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 46 / 4 / a / Solution

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