Small-Sample Results for the Kaplan-Meier Estimator
- 1 March 1982
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 77 (377) , 141
- https://doi.org/10.2307/2287780
Abstract
Whereas much is known about the asymptotic properties of the Kaplan-Meier (1958) estimator (KME) of a survival function, exact results for small samples have been difficult to obtain. In this article, we obtain an exact expression for the αth moment (α > 0) of the KME under a model of proportional hazards. This enables us, under proportional hazards, to (a) study the bias of the KME, and (b) compare the exact variance of the KME to its asymptotic variance.Keywords
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