You are on page 1of 188
ee: 5 FVY Se pte ergo ele SL LS! clés [ules Odie 9 et geo! Oley se OR gle) Coe - iS yp poll gl \YAo Miller, Rupert G. ans he ay asp ce LS polly! Olan ee le ge ol eden gf olay pla VAe cage ggasi al (PVT gee pega (Ktsls OL LESI) legal dpe oye AF ls age (ISBN: 964-6335-83-7) hay Ate ed EM pL ye Se ‘Survival analysis. Sl a diye usp rn pet tS a il pet) ales LAE Tcl Uy glasals lew Spe a (ee) posed Ris pope ene ly ply opens NT ovr OA Wr poy VAs MTV FARO Olt be CLS 5M Solos key sty! Slane by (lb om Sy lg AT he jal sil ly tinal lore dade UA cs 9 cred Stila OLEH y ole Lanje le y Sky AT ew Lae TA esi (ISBN: 964.6335-83-7) aareary. Todiony gi SUAS pew Ob gretila elds da 52 sa pS 9 ale lat gy HiT AMMe Le ley 2 wb alte, Cale Cpl apple! Rls yo coy SUT eat, Gh Lew send Od Tg degh ES Gnl dy lol y tradi! spt slie g a peak ay 8 yo tL LS lila jl ate acts gul labad pe 32 ST lactis I omen ost le Glens Sune 4 T-Sh Sly ANT scl oh osbisal Spa ASS 5c 0 F SF AS opt ath yo ele Gy Gee le Je eal AS yl 32 See tiles UB sy EF 9 Olle eet Cael ot aT 9 ele Cee 2 CIR Oe Ge 9 GSE LT DIIT Bled yeh SUF tS le a eel yl Je she, ohd Sheth atl S ape ys pole SU Le beg Ob JU! cal der aye E- Srs Sik LF Se ash 9T ti ASUS 69 y giitea! NAAN SN ge ler pia 5! SIT slats Tb sale at Jet g SUT gle! clasts ih gle UT Sed Sby CLEBS Oy Shy thy Col ely SE CLIN 4 LE YI DHS sabes aS EL OS coe WIE 4 5b Gr ety HWS AF Bob y clejiasl C1 SS gph whee se LS at Y oso 32 OF slags Gly cel pie ag HL foe” nj Col yo de ley oH” Be et clgtte ed OT enti leg Oly tye gl Jed Sy van Se. ype ty daly US 9 (SY ohLa By) etl cetyl OLY yo ead Le OT og Hs OL S Je go nl ong 59 pS MIE ES yl eS alps gale WY Ole Sty OT les oy Gb 3 pe GS el odd bie OLGA Se te ps bet 9 Ble pole 3 at OF as g OT at sl y PA LEE OU lle Gillan 2 F SLs cole slot oly 9 Sl gal ali GI ott BI eB OLE Gul ee Fg VE ole gy TY Col gs IK WUT ys spect 228 KF ae ga IF UT oat so ley gy ES Ob petits cle se Lely eB 93 be yo GES cpl il hy ad al ca GS yale geet OT y ge el getcge sets » cilegsls LT gloat, Se St pyle Blase 1 Sieg dL aSo ty! LES Ub patil coly te GLUT 9 Ferg gilessla St) OU yrtils 9 gb Call ele gt AS gpl jl Ly solical Shela) SU 5 SIS oT petty OLET Los I pally ps SLL v2 Dm had le oparled lassi 9 SS Gal pes GUT Gene ante aKa DLAI je ctls I al Syl yo ege KS Con UT) 1S 99,8 ST Go td dT g ol gl IE ea Fh ST Col gee opts SS 5 glo sd etsy tals ope by cde Ge y dts yb Obie le 5 S52 pally! BR he; coe oles eon 58 Ole slay pealie Glaoade sly! had AK yg ol wt YAN Sarg tt Seg Aa VN pe eg oa TN) (pole x) px Ee ta HTN tn Ke ell 0 ps BT S45 lee oalital 294 iglastei Saale la SN ps2 ad bess’ ls wie Vt (sy a) UF wig 1 eb wig 7 yy) YY YW ig rw rs Wv nV rr ro re YA TA YA fy Hb aig (ssh 2) SE eFS gig 0 PY GIs FN (ERA 3 LER VA 09S sy91p T ldceye ATi VY Be er 9 ese od cle, WyiT 4 Oteab! slash gle Ne be aa dels x dee S(t) ays» iy clbT be OS ny wd sleds Se se Soyiy Or Soe SULIT sae Fy se St sli GDS & ola Sil F elyprer dys VF Ope Fy VF (4 35 SK) GALES Shey) ip per rad pat Usb Sleytr 1 v rr fF tt o ry Aa "4 or af Oo oA 5 sy sy sf cy $F av gf Sx HE tay ok te hay TV S04 q) etlaly PO re Ssh slalsar gigl F pe OWS pd bole Gar Soy 57 yt AML Olay. dallas ts 800 Atay Sols gist 12 Biapaad SII VY wiP jaye VN BIS jaa Sil Hips ghituys She Fa Ty Tr Ij FY ce Jag or eS gs gban Sosy t ole dls da gs GI Soy 51 y F oS L-wh Sa,7, V4 M- la Sajshy TF ole £5 S54 SW So39Ty 0 Sat td GU SsTy vw vv vy vr va ve vA va AY At AR Ay ay ay ay 4E aa aa (5 gad 99) 6 ALG SUED) tp shee bad 5 dh AlaT de IGF oye5T 1 Ulu s Sie 9 Van” p(u) sly S84 ghebe Gia V1 dle ty Hy ces ikuly 6) Uyile - Jule dyeyT ¥ esl Vx V gan VN txt sWeux jl gldlss VY die hr wile Jk FY ply O90 Gli gsjT Bay ey Oy Al oyajl F (ps KY GALLE Sle gy tye, juad (she) IU eran OWS Oy05T WoT ell CHK e lula S esl VA Hood gas YA Cals 3 0536) ails past Ugila- Job Oga5T 1 Me aa vy wr wr VWs VA ary vy exsT glsl Ogee Fy rg sel bY Clady, tems Jad SS ce SG GF SE KIL Y hk gliceys bbs VN Pot ghicu eu 1 leasy sla Glth lice Br glsicuss tle Jes ey 1 S(tix)oysl ep fA lath b oF iclassls 0.) Obj 4g coals clas F.4 dy piled Gl Bye glassls Vie VA eels Sale uj 3 Ye AY Ge sh Sit sid ale Gt Bhs la St Bey sii TV cee gat cia foyty VT a sia Sous] we Wb Fast Shale Wap dF FoysTe oy piel LB tiga, cs lnoalo ake yya vya ary ry \ry \rt re We \ra ra \fY \ey \fa sr Wy e Pie Se tt fad weet e Skog)! ee Syd kO syd go TN DNCB aes Jue eS TN Wwyil By SY oe FY bse Cole rite bad pb OWT g ees 99 Fa yg1y dees! aly ie F Pi awloy 9 BESe 5, F Glas tee fad satiojly es 5! aad ely pyalie 50 Sldetin 2 Solel Ck Syd jl esl yl cul Gute UT ple obi jb ele Lbs Ie Ke KE OL doled ea yl laa de gs ial Jolt gle Lee Lbs glee yhing Lgl) cj tals BF Obi (SAME IK) Sd aula OIA ge Leable Se og Fol, Oly tse ep! Ceol ae cel (one CS Sg petlegg ale aly late lee oly By thas bLIYI gt Ob wh et Sey 22 ae 22 eal a glen gh ane elon UF dle 5 cil ogee she KB oily ty 39 el agian O15 OTT pelo yp ale Uy ayia aalal joa abe Ko aly se yb Uglie ayy g2 ehlF pa S cel pla lS le Lbs Len y ety Dag eg BD IS by CHIT OB a Help Leow ate JS cael 0 posh ul iF ji alle say Soe Spas oles! ELE & sah Gare 93 ler Ker > sla TS 5 pl GUIS aL ppb ye clase! & caee on! wT opr SHI SOS os gotge 3 eolitel ay ye IT Olio pty HF LES gals Cale col th ALi Sty PEA bT otis 21 bes 53 9 2p Sa SN as 9 a8 OS eel eel ot gk CALEY clei ate LT 2 SPALL YG Late slots Oe ate bs teat LE oe cage Ly shy cael od AOE Shy Slit ys WT ol REFERENCE Leavitt and Olshen, unpublished report (1974), give the insurance example ely fos W KS lee 9 be chet V1 EL FO gist 3 10) IE cle Gib Toe oleate oS 28 Bett Ba ph Cape 4 S(t) le alt S(t)=\—F(t)=P(T>t) ght kal 25 [St 4 A(t) St el h Ke Ey fo \-F(t) M(t)= SS Btls ay Fo BY A Bt se Aled ole oat pens G5 A(t)dt = P(t t) =P fans Ea (total) 53 42 wu,| tle a} seals ge oS ge ASST AC GH t t _ ft fy - i mandu= FoF (a tt 8) = FO = —log[\- F(t) ]=—logS(t) Bb Feast ly 3 pte Maly Os gt ad yo -f 2.(u)du S(t)se ids, Fay als (S(m) =. ee) Flo) VS li bg Ie eee isle TS GV sly Oli ge WWE pale tl I 2(u)du=o £1 pth oF Fess al oS pl Se Se oyle oh pa GS ls Leal) 9 pbs 2b Ye 8 a Sg Bi oo ge |) Fol latow St Ch AE ete ir el pAbie 59 glanaia (Censoring) a» els 1) HLL lat aasT alo gor ye Boll gle ata PF opt aa ott ly) lbs egg Ba Se I sgh cal yoy fae AF ge lar GUT Cole ple SIL) Cl 2d cal Bi oy ye dol cla ce g bye BI i ed GD LB vod pt IBS sto eb ty Eg OO F is GEL Cid) gi sen 3 fine gla ce Ty c. Tas 2s Het oun ni cee ete tl Soles ae TN T baal gle 4 gous ty a 3 beget ty Ob5 Ly OT SF ath, eS gp ele 25 cob a ly Vy EY clas bh CGS yy ola cis) Th To iste ty Tot ual P(T > ty > Cate pie elude ey = te 39 Y gis Ql SS es pbs te TY TS Gell yy «glade prot IS 4 fie nite sla ly X ype ty glean (cla fe cal by OL HY) ~ Gy al Gly eX] ~ FY ace! BY =1(X]S¥j) 9 Z) = XPAY) BaaLete y (Tp) Ley ots oy yg Saat Seal males cgay olatel (21% yo wth 25 Hy Waals Cand (Kae ype nl 52 gah OLS CTP GL ot ob sled ody Eg Vy dts oly Fd 9 Oahbel gM SBA GD fo? bad s8ly4 6a A Yui agli aig Vt syle Wp 9 A(T = A> i ga, eal Syl KY 25 sh ls 6 Sl pal Lad t f A(wjdu= de - J! Acupau S(t)=e =e"t d -At f(t)=-—S(t) =e (t) 7 (t) 1 \ EM=7 9 Var =— (as ralyy 33) UE wis eel gles 5S gered LIS 5 SI WP ea) gat =— . sA>eo O= Faye a, A> LAF IE gt ows tee Vari) =5 3 ECT) = SOT alls» ols sel seal old Sly e(V) ylogad yo Giles cleat sli a g Cal GA & sip Jobo " EA TDG M).a= 2) y her sle eh IE a ah slo gai J) A(t) 9 8(t) Gly Glee Que UE 5 SI ol. dels gi TN é et ols wid NG Kis peat Jals 65S g(t) =e (AH a, A> AT gt Seed a 5 lye 2 ened 3 [ ACu)du = (Aty™ Mt)=aa(atye-* F(t)=A(1).8(4) s a £(1) Fale” =%), 0 A(t)=—) (t) 1 Las) BL pA Coal San Dy ighgt debe BUT 4 wig cul glasset IFRA 9 IFR YA ce) 2 tal TERA LT ok th popes CS Es A GL FL FSA Gopi CSE Bt SLs lila PL BSI cel gage ul Mt) Cope al 59m 25 OO Sage gel 22 tal IFRA L UgT ath yet ff au)du t 2J)0 299 DFRA y DFR aly sl cals ass DFR IFR eQUFR (a<') duly (a>) bul ls (a<\) Ut (a> ut Oy a) gab nan 52 Fy Ay iad rigs glory Jo IFRA 4 IFR clue pots Blas gab} 228 he UT 32 Vane 99 gl alle gua 3l Ries sl eatBeoo we Spal gh Ge sit (19 SSE Ven vite jo elds ee ase cleralen ple cla eee 2 UH sly a pe nj JSS Atlee eyo eg db; OT jo sce ple a dha,s i499) Fay ta AY) IF bi99 (0) oO) om oO REFERENCE Barlow and Proschan, Statistical Theory of Reliability and Life Testing (1975). OF aysip t glsicw ys 2Slim Vt Sl Es to beg 2 S998 8) Se Bw a ly Pole ty Kl Sl 95 Le e992 ge ts cle alae pe aut J 22 1c teed, Cag)3 ogy Sol ep Se ai 0 SF yh Cle g SF gh gy cul ol nd ote 8) Se G35 alc al foi) BE=) (te bu) Ly.8))= S(yj) Bi=2 (odd oy) =fyphi sey 4 sed 25 Oy 4 5d LT By gly ol 1 in) = TIL(y;, 85) icv -(rw9)[11se9| u c Le Lynne eV ules 1" el AS Tot doled tn ln palais sland Gly v2 f(y) O-G(yj)] Ly; w-| [eC yp)SCyi) -(1w9]11s09|[feos)[t1-co ST pede yo os BL ela OL Wty Oly Say os FA Ly 32 Gals y3 ts pe Ghee ell bE TIN-G (yp) 5 T]e(yi) u ¢ 2S BAe 1b 2S wate 12 ey Sebo Ly max L() dares ably oll by 8=(Os..18p)! ae Uo ried OLS 25 glides OYabe Ole na 5 36," L(@) 230," Lo(yi-9)) 8 a . = Lg be felyi+ Dag lee Sg(yi=* i= Mt-P uj ¢ O85 wel phoKel gate slat ys 9 SLL) KS © lye bebe Yyawe ee 0 pilin Sleds, pS Bs 5 class eeay L{(@)=Lo(yj,8)) = tog v0) 20, a at log L(@ 21 x 30,00, 8) 6, 3, @ = log L(8) = ca) a a log L(@) - — 2 —log L(@) 30,06, 20,00, te ws Falze sa St wp daly 25 Cope & glicuys CYobe wnt yo Pp a . Digg le bi(@)=> iss J < é tog L(@)=+ 308 (a ay ape 39 adh lye sly al sla SB B8= (8)... shay ae Bd pb Od é 3 8 ne hog L:(8) =F log L; 29g, ei a0, i(8 + a ae a ae . + 2K PD GG, 30; 08 EI Hm Ja \eP i J & a @ a OF ras log L(8) = <= log L(8) + — log L(8") (8-8) +--+ =e 8 @ ao" pte te 9 pe eve Slee HOT yo SF at oy OS 2s scowl ote , + a° 4 3618 L@) 0) Vad tle es O99 Gal La) bate Jha (3) tog L(8) aye wea 6° 53 Sys bl sl steal pli Sale 325 pMEI (8) col Gabe p35 daly S 952 oe lis febos 1s ead n-[-e log us] 069 a 304.00; vce Syed US sly pAb gb! 10) S opty Sica a 10) = Y1,(8)=nh(9) ist veel pli Saale a bane pbb GHD! iO) beep! 33 eb! Fa gts otal Opi oes hg dy IT w (1) 2 SF GSS hy eal Ge brake 525 EIEN L(V) 39 Gysi PPO) Zoe UO) “ 1) tay ef (SILA G) Bre Sas (Ne ay IS 4 IS ty, apes tn hee SF Bn shee 32 ly age Baw ape sulye Jl nde 29 Ul 2S ealieel (1) 42 1(8) J gud ab REFERENCES Rao, Linear Statistical Inference (1965). Section Sg. Gross and Clark, Survival Distributions (1975), Chapter 6, Kalbfleisch and The Statistical Analysis of Failure Time Data (1980), Section 3.7. WeiseiT 5 Olea! cleo je pela Ly 25 Mls asalyes Lilt bl py Sabet tn 92 oly 6 2 NGI) SL ce fSite OT OUST dy el La seg? ee tt let ene ou! Ve we A ables a yb 4 daly Sel ge bg A" NV ee lnabl clacil gotle ly Hy: Feb OyaT shy gage oolitel yy peal H, go) Cod lly gy (6-0°y1@")6-0°) 2 xh 23S oslizal 1S 4 1(8°) she 4 18) jl daly cpl v2 W shy or sSit sedis eH, ad Sod tile y baie ys Cento gyal Grd gy ul H od cos isl ay f é =N ge) 4 . t °" £ a) a Fo ELC '(8) 5 log L(8") 2 xp ealitel (MLE) ylicjs 2 Slur ayyl eI th ty) OS AS A fel EI nT es age I SY 5a SS lene cate i ga ay daly oake ally oy geet atts Ly 108°) 5 6 Ft pa jab F helne Vp Las 2 get eal (8) 5118) Sle 4 Sal SY ty IE Jo Sask d aS AS go sit IS 9g Oil ccm cel JS 18) anne st ay catly deeb WG 1) Soy > 18) 31 Seal 456 sls 10) wre gle La oly GF Gul 2 ope y Gy! REFERENCES Rao, Linear Statistical Inference (1965), Section 6¢. Efron and Hinkley, Biometrika (1978). ctl ots okey Glande slat my de Gob doled ty Sot ig lai Vlte peal Same ol ae L=A"u exp] -a Dt; Es] Pee aE) ist u c a log L=nylogh-2¥ yj i=y lis felos tA . a =n Slog b= — ant at i@j= ie i(a)= at - 0 . ct ar 99 Sl ppd tn coe MLE syst a sheng! Sy; 6 oy rea iss - et Gi poled by Cod oysl yp wceal jE oye i wisi AgigeST slaty Sleabl cclaogh gtle oly spt ily BS oy Cola Fl (a) atlas IE wl a gles wig bY iid cla ce eT FTG Maly 59 Pyare n wel ni et GUE IK stuls S= DT cans oo ist _ WM net ge at Be) =e 0 wale Sle @ LAD T, ~ hy celal i) ve a eure, HA Sayer Seeebl 55L 9 DIT chy Obs ge OT 9 Col gaye HLT SB a ew (cub Dog Wise Gas g ~ “Cdhe) ole Ls ealical bs OS er ei asin Co) a LAT +My tt NT) ims "a SHalyk Gla gS =aTyy +n MT ay — Ty] 4-# (n= 4 IT ~My] seals scgled SUBST clalles 9 Geely dal ult ji colin by Tey = 12 salah UF gles iid Bee (n~1) eS} ~ nen DAt mh nT ~ Ae“ Tey ~My = HAL YT ols tid Lee (9-9) eS} ~ (n-yae OVE (9-[Tyy ~ Tyy] ~ Be Y i ~ Xr Ly OT bLaay g te a/R it typ aie sT 9 Okeabl claogh EL Gla gla ots od gp GS ym Ge UT sly 92 GalsT Bega dle Eyl 52 oF alical cx" wig cel tlw eal 5 SIS 4 oe lost ath Shes b pole ey tte Ft e) ‘pele thd Shel a eel spl a Y - fete gy Fito ae on Pa soled (ny) 3h my Gece Uy Sey Cle gyl ga. PEK @ NON) tet oo ith BL pple Sle Gel SOT bt wages Fag) bls hyp SOS ay et ogee ual hat UL db Qo Oley a. Y web dB NOS! 9 (ab wale Gas a shi olor or log i 2 N(log 4, +) ny Se at as See yee HHL ae 7 fy Lily Kemily Bde cle aye yy KO 8 fas oS Cul yay Ch dente Ls gy eh Kan She AT WS 250 bLS Vane Spee eat gas HORA jib sly S ayh gs REFERENCE, Epstein and Sobel, JASA (1953), is a classic paper. oS) cl Ble 9 oT pally hb Y dalad ee ao’ 2,8 thls oy) Ly BY) lS git AS Gad epee Cpe st VY ~ (H10") Saye 4 slat! seal tact be WO sla Ly BCY) date pabl ye ie BCY)=8(H)+(Y~pye(ute 18(Y) & (BCH), BED) a Oped’ tants SVG Ole her IF sel stadt ih ee" ake al oa tT ys Ce & pels GOT 2 (1.0%) Flecply ose 2(¥) 4 (eu), oa") peste yd Meals eS ob ogre IS 4 5 C)-(C 3] PS Tt OT hae etek BOK YI SF GIL hb eS Ut UPd onl XY)= x-n2 +(¥-py)2 8(X, Y)=B(Hy > Hy) + (XB) Z B(Bx > Hy) +C by day (Bx: Hy) + pul) os 22 1/6 oy o4 v8 or 80,9) (269 ty) 0) toy Peder ey] Yr Brahh Ga Ki hI gd BOX Y) IFO ete Shs cle wih sl OGY) Sigaly ode ag tale dhs hy wig u Var %) otk Konloee gly |) OT Oly ge Se cual Late gles > ty way JS & Var(XY) HOM sal Uy eels is? £1 sels Toke 3S aloe ose Wy OT lite Ny i ge eee 3 g(t) ae" A 2 ene F(ty=yat® en Tt peel ne gal oa Leca"{ The eo[ 750) oo(-1E59] arg ou z 1) i= u n log L. = ny logy +ny loga+(a—\)F logt; -7 Dy? u i= é Mu Sr ot 5 logh=—" + Slogt;-7 Dy? logy; ea au ist sel 23 opto (BH) licens Ble syoT ny igelaly sis Jala vy CBI FG Opi had tas 2S Ue pode as ebb) Sle Gy vaya JE at qe Flan yo eS pj By tS v 2 togt —— loge u art ayaa ~ log =- ’ a 8 = logh a’ Kae ly S tg ee 2b JE 5S Gy FG) polo Opti tay reel ealétel G25 bilyy pine Syl poli s(tyeer tt logS(t) =—t* log(—log8(t)) = logy + alogt 533 log(—l0g8(t3)) dye Fy SAF 4 spat atte L 8(t)) ayoT ne Shegalaly apligt pele yl aan log, Sal Jade 9 GO pe Fj ca pd Geelow 9 log vA lye Coe bay F cceel pe OIF oygTy Otee S(t) Sar less! lade eal AS gt ete tn ISH urd Gir GS Obs cee 2S REFERENCE Cohen, Technometrics (1965), treats the MLE and gives additional references. sugly S(t) ry31 ye wel slay eld hot laa! 5! So cel t sw=ee(-[ nwa dy sheng Boy oj Sa ST Cen cpl tb po Sadler clgnlde it GS ltr oly BAS slesel Ty Ald EU tgs Obes 30 pe” Glee Ue gy fila Cie So oo ape GB slecel LG get le gly adage OLS R(t) LL OT Vyas wold OT WS Cole bya jl ay Kens vr sigh, gla Si etl ealer shat Seals & glad calle 93 42 els eb sgl eg MLE oath & &(ty set ils ole a Rye $e B(tyze A ae Tt ely He clan ed (FG GDG ASH ald ot S(t) ate Wb Nade ya ole quae cols ghee ct p LOLS Las tay 8) eis 3 nb Say gl Cos tatty aga) Jl @ al Kas slog log pas boty ue pale qld cle > s(t)=e7At fog[~logS(t)] = loga + logt log[-log§(t)]= log’ + logt \ Var (log{—log8(t)1) spe ale «cfaly ule 53 s(tyse7t™ log{[—logS(t}] = fogy + alogt log[-log$(t)] = log? + alogt Var() 7 Var {log[-logS(t)}} = +9Covl?, aye + Var(a)(logt)" iy class bT bs OS 5 rr seth pee LOIS a ats pean dels gir BB AY oil oe 4 dels wie v2 ly ay RasgT g Bl Ogi cele ety Hy reat b ipeale ast eskiga LaF had oleia gy Lae may sual a P(Y>t)=e" A” < expt-expla(loga+logt)]} =eur{-eap(28=#)} o el las rt sald ape Gal 93 Cael o-* 3s We—logh YL daly o> logy >1)= P(X >e ~exp{ -exp(*=#)} ee lads 9 hy GLa say Olea oy we apd iy one fi dale ys ish gals GES GLUT 52 Lj el re hey Ons Gel tne logy Jaber ub ory hh y cody SL 30 297 p pale cpa le toa Obes chy Ly ales Sal pales el Qo 5 S(4)=P0¥>0 <0 -o9{ =} ~.Y. mH ologt, 9 Y= kb spake cbs FAS 1 rks Os gs en, S(1,) = P(logY” ><) =e -e( "2h Fl sat logy” Salad rie olde y Cie sla ay io 9 Haley cpl 39 Sa scald ty Teall igo pa Ig HE Saat oly Deal 83 Se gale wT ge Cand & S(t) oly OLgabl 456 pele Sw cle shT he C5 i ealinel b n a fi=Zajlogy(jy 5 6 = Yb; logy ist ist n n bal Gla F & by Eby agen y ay ayy Vbi=0y Vay =Vabaly 93 yl 52 i= C8 Aa she Cee 4 tay Cal eS Ge ats dls bt Spo S ty iptale Vag cal elie stan 099 ody dale cle yea sT py ecal ale Ye 5 ralyh, cla Sil REFERENCE Johns and Lieberman, Technometrics (1966). ws shass col nb Ge IF IS ni Qh Gy =exp{-exp(-x)} -wcxe Gy Glens U2 Waly ag Girls ale pb o Joly gi 9 Us Ul £1 G ples Lb. b ale) dels 215) IF BW Wha cpsgen Cel tT ge Cd ay 5 pate > U9 SF 9 lasted jl Gy gig Ql cul max (X,...,Xq}—X, seals ens 93 CP) <9 FOR SV ge) Cod BES hab ALB x, aby ga! 32 max {Xy—X,,...Xq —X} = min {x, —Xyy.euX, Xp} slat (CSS Gall ge) Ha Cryo we L els dalat pee K bilge NE Vb cpg] ASE Ay Kia 2 SF pet ce yy KE oles sabes he sw SaysTy HY GOs ehs 6B hb b Fast S ote 25 Be oe ea SI pt al gL WF tay eine Gul 39 0k pel ee gl Gl Foy 9Ty ah obs ve Seep 28h 25 cape 4 ly sl LS 3b Col eT Cos a gals = 12a - ed T=, OT Da n ist S(t)=e’ t E[S(t)]}#e7* Laas AALS Wy asl a gy Ob gs od Gurl ausT ye SK 8(D ons 2 pub O=E(T) 28 = a v ‘4 et TL te senses? real) 3} fee - ’ ' (eT Tae HO 4 8 (t aT)... rng) 9r 2» 8(t)=——. | va Lalit vay ATi age Lith tls §(t) Fay9Ty 5 se ges! AL VL y2 oad qlee 8(t) scl S(t) ih aa BO) gle pee onKile oS aye Cal ical hae 1 YU geal eed Soh Oates dey lay OT Bybee Ke oosTy woh UMVUE tle 53 (UMVUE) Gail sly film Ly Ge sth sha S057 i 9 Ly ype Gal yo yd g solid USI(T, >t) Gal ay 9Ty 5 SC) cle n yo tl E(U|S) dole UMVUE Sh gly Sed 9 S= YT ote UT GF ist wv sslsh cSt pale ae n-1 50) =BWIs=9=(1-4) .I(t eget ttl axl 59 SU gy aby fi Jaw X yal eS ob tl cols Seo alse apts sleate old wie cle ns ee 6 Sa) E(T)=0+PX al SN el ee eS og valine plicngs ATUe ty, ST ilaaysTy Lobe 2 whith, ase E(T) oy 9Ty alo IGA abl ie BS ou eG he 6 SI) E(T)=aePX fog E(T)= logo + BX apg oalitel pliicenys Flue aysTy jh 53 been! 22 REFERENCES Feigl and Zelen, Biometrics (1965), discuss the uncensored case for both the linear and log — linear models. Zippin and Armitage, Biometrics (1966), discusses the censored case shay Jules YA for the linear model. Glasser, JASA (1967), discusses the censored case for the log-linear model. Zippin and Lamborn, Stanford Univ. Tech. Report No. 20 (1969), discuss the censored case for the log - linear mode! goodness of fit tests. Mantel and Myers, JASA (1971), discuss the censored case for the multiple linear model. sli ola nS & oe Sl € sols perm 4 lai gai VF eS 2) p=P(S 4) 5 p= PC st) alice ol P(Tst] Fyre Ma gb ab oli, SL pes : oe 25 Gone 4 pre AY Bay (Ax O94) L(y, 3)= (-pyepe*¥ b=. (te D pep lel hice 2 ie 3) lasy sty debe J Cale gt LS 4 oS cbaT ole ah eld Sb CUS! OLS age 329d Susy ho o Lag S(t) Ali GS ots Wad rt 5 [SS Gills S(t) a5fo Oye Fy VF pet tab 25 Cape 4b p(x) ra Spal ca SI ett Bx P(x) =P Sol) -— a eel 3 sloped Cape 9 SF Seed ai yy! Pay x bic n BU Supe ls PSF a) ate Mes a8 epee By aly 25 Sapo p(xjae"AY B=) (tn Osu) L(y, 8, x)= N=podepove*4Y g2. (Ga) gly calined wlicuya Sle J laaygTy O2ygT Coo 4 she REFERENCE Farewell, Biometrika (1977). pe hed (4 gsi Sy) Spal bb Cag wt Ssh slygte 1 39 Dat as Sen 9 st clases pyle 32 S(t) ous ee ata pO CW OT 25 09 9 208 See pt Ugh doe gS cools Sen ch th ott GL cco aly slang I at jgladlia @ Obj aS Let Lest eee cle tints IE I yo sale (Lys) 6 9) tae Le boil arnt Sle SK Vans dol spl I Ny Ik -~—+——{+}>» : Not om hy iste od pi ay pe dpb Updie Koo a wo Tp 85k Ga 2 ons aL al slaw = aj Tp 85k Ugh 39 04 ps al fl slant = di y Usb v2 laos QF shad ATB5G Jyh yo eons Cle alae = Wj scwtl ody, 05 03L glial 2 ST Gaye 52 pik yb yo Oay otij Sols pj \-PiR SI af pay we ee yb Ugae Sst lle ad Sgae (0) gree 9 G SLE (F) pcdj Jal OP) Ogee nj alt (1) Ope LS, nt syst ly SB) ble Ceol wi] ae oa ely jb (8561)S1C u0Iy “f HaLOpy pue s9]IN3 = aye ooh eole a 4 - - 4 e-4 sale wie ae sy 4 a 4 ivy aod ele Avie ache ary cn - 4 va And seve on’ ve ve “ 4 ° “4 an ose este ave OsNN cy 4 as SAN ine & (a) @) () ( i) “ ‘ou @)-) (s)/( AAO At sae age ee ann Crem | Cerew gh ete eH rey vr eC Po eee cage zoe de Ss when ceie Crem hme rep ys mary Qin Rap w Cig S) Ea KY sles Higa GOS 9) VN Cot Dos 22 ST ebay LP OF uy Ly gal al les S(t,) aT Ge spel Ly sed sage Cao days Bal 3 te) ile LS sh a oo kok ~ YG - Dy; i= ist k d=34 ist é d Ss =\-— {Tt ]) a N=NS=\¥—aF = 505 d= as y 8(0) =1- F = 0)95Vipta (\) Sgtue Ske ya ie WES 23 ey SLED! HIS Cl oy! Syed OT tas ae weed S(t) 5 (ibad) Gast oust KS Gl AS ge 6 Sey wa YN pS aps Sl ae Spf ype gly Sth) el dat Ogee ‘eal S(t,) =P(T> ty) =P(T>%)-P(T> ty] T> 1) P(T> ty | ty) =Py-Py Pk Py =P(T>4;|T> ty) daly gpl oo Ne te tea SLBA Slt hoe 509s Se es Shae tae mee eens S(T) Susy osu sly pS Thee shal S bb 4 a F wali! att ONS OP uae 2 pg Sg Sig gab atts do Wy 9 Sages ull Aty oat cule dies yy oly nad ya pb 2 yan 52 cdiledh Ble 1) 3b 32 ST coal dl delays pS ot at 2) Spe ay Sah Be ee scala oe lad tt ‘ ni=np-—( +) 5 Gy= rMiny ie ._k . EF) gee (9) Spay 29 el (eK )= [1 9j alee s Fen tay ausT pve 22 iz dye has (A) Op vo 5 8 LE A) Oe dj PLE VY) Op on’ YE weal S(O) = 0 FES Sls CUE Ge By ee sly Settle 028 bag oe Geant che De cap (BY SCD) slg ss 2s Sa FY gy ol oes plat ap Ale cele tay oe OW Fash ore pole STK) Gsbyly WAN aytge oolicel yj daly 3 S(tK) USbuly ate Gly Ks = Dlogb; n rppale dlls gy jl oalical y ui pj ~ Binomial(nj.pj) 42,3 & * p= §) . Var (log p;)= verti g coer wl fee log By 9 oo 5 HORA apes C2 ' & 4 Var[log8(4y 12 Y— i=v"i Pi a 8 k Var[log8(4,)]= 2 im ipeals dele ay jt oskse Solizal b Je Var[$(x,)]28"(« pst é > aeap ¥ (Ai pei Sa) eal gl slgtsy Sol Bayer "a9 F Hal’ 4 Gs gals re dsb slygar gigi FN Cog F Sag eel ge F yao Sob Spe Se sl See (YD 9 (V) dye 29 NB a NF elle a0 en Ob pe 539 TH Cael al il Gf gle pee ss lose 0355 (Tpy) Ghd 5b 52 4S nee gal HI Obes 1) 9b slau! 59 et oe Catleats galt & pF boa 3) gd Gal ys cel gle pee yb Uate iat Usb Sate IL es Way 4] Ge 6 hye SF Boe Gye YL oF B94 yo SF dene call jl oglie Mull ol St oF gal aisha WLS he ot 50 Lj Ky 53 cree 9 hse So sly F eg they he owe v0 Hay At td REFERENCES Berkson and Gage, Proc. Staff Meet. Mayo Clin. (1950), Cutler and Ederer, J. Chronic Dis. (1958). Elveback, JASA (1958). Chiang, Stochastic Processes in Biostatistics (1968), Chapter9. Breslow and Crowley, Ann. Stat. (J974). Cet OHS) ope pole ae SaysTy t ll 5 Ferg SaysTy tsa (PL) ope pol Gir SaysTy oat ody baalte Tp oil Sealy sles! ety Gly 22 ail ise Hj glaejh Jyh WS cogs UT T]-(] Wot tet Ta Th tod pli ad a oa ody pitt sib ety yp SOLS 0" abd 5 ot ayy Sly cx Tole (%,5)) cers) 9 Lh ops GIL SS Cla ee OF uth ete be y Son cla sUT eXay < Yay << ¥(n) AS ead pe ot taal L (Yq 8q) & ali, bow +5 toy LBL Y(jy Le pbs 5 slate jG ee PB heed IH Ben) F By SF ay oF dy Bi = th ¥_ bY, jFoT Yq =¥) FI EEA oj ITO US Goal il Leper ge AL EL) 2 Jet Ab R(T 3 SF gal Al alas dj teen oul} YC) Obj 52 S R(Y;) glee slat ny gama sll 52S bot w) aby Hed gb 22 Oy otlj Slo! ip) 9 0dt Sb Yj OK} dale Syke & Cth obj Tj o5h pp=P(T>t]T> ty) 9 aah thas cot 44) 9 Bi sho B=) (oats oy) \ 8 (ott ob») road 25 Ce LS og Cape 52 PL ay yl yg Se 4 REFERENCE Kaplan and Meier, JASA (1958). ips slg gfok spd niga cr Obes 3h eb AST oi cots os y Ke Clana oly (Wa) Loli a yb d Le gti Syd GF dolad cL yo y aes 0s henry 2 Op da byw le Sh oe Sg pened Ke culeicg ET 32 23 [Ste opr dele sie (-Sb-e)-(-aial ed W (4 pod Sa) 5 zal yh cles AES oly dae EY 61S 02 oy godt obs y Ghisles F1 (O) wy py BS 2 00d ody Cla I dL BC) gle WFOT ath oat obey y(ny (oat Es) oaalee eT FI imal lt ew VL 32 S sgh lim 8(t) >» too SS Jat B= Ga ty GL OS Ct oe scant ont ie a CY (qy bbl B¢q) <2 SI Blue clels BY) < Mayes Mey C2) 9 (BD leash og t Sgempeh ebaygt OLS 1 Ob Vath ott ow y Mj) Ol; 3 eaalts 51 5 bb oad ety MiOly yo alr S1 nj = WR(y(jy ) slat d (5) 045 39 Yeon 8 alas Rel 2S Cot 4 GIS SNe oly PL oye oe aly e ae Y 5 4; aj) go= A p-S]- mj wy(j)St H/ yijyst i vis Se BLS ltl spk & tl Ge LGT SS TAML Oleg2 dalles tte Apel tb yy Ody hte el oF ype (AML) gle G9) cleest SS glen Olas Cod Ual ag Flat pen 0 F 93 4 Gola 4 Obl el yl Ban sleet F 15 alls 5 yy Olea Og cual L pgs oF 9 sled Les ALLS ee LT ate alti tl gy pbb US Obj lat Ol yo LTS PA SIH TI (Ve VE een) Laoala etaleiT bag Ugh 39 yl ube SG sly wed ce ee IIS cog: Syb cel 02g, dey ante Mis ebos fA air sare rah rire, poh fa, tet dled 05 6 SOAS AIT AST TP IV, Poy TP FF FS wale os aye tel pj Cape & OLS 0 F shy (ee OMIT) PL Sosa &( « a, te S(A)= S00) x = ed Bary =S¢a) x4 =o/AY Ye 8004) =r) L=ot Serr) =8 0a) x F201 Sern) =Sarmpx t= Sere) =Ser nxt =ev Scsay=Scrn) t= ona cal ot oaks OLE tal og F 5 ls oF she PL cla SoysTy At) slaged vo AML dleys tales sly eis gl? sugly, Vlog REFERENCE Embury et al., West. J. Med. (1977). a (Ai poi Sa) Saal UG slgeigy NSS Og Cte 39.9 eK tad Gibals tebe yy jloslint ly 18(1) Lys eats vatsinl=s) AL yciyst ni Pj 6 =s —)__ Oe (p-i)(n=iF1) pul OLS aye g Cleo» a 8 ad Say ag (i 4j Var[S(t)]=S"(t) EY 1 nylnj-4dj) yas Sol baer oss F bal 6 leah gl ak pole Sey ald Lets ee pb ote ts & belsy ol eure ee ape yy ogre aly atlas OT le pte geet cel Jolt ad tals Golos S(t) pclsly cadet SV Sa 52 thea F dll |) Sbigebl 334 tl Glee gy ee Gets eles LAG cla rsTob © gases cul oad ald sVarES(t)] pbols ew oI Geta wgbyg wale (tN) toe ptt fd REFERENCE Thomas and Grunkemeier, JASA (1975). uly & 5 92 Bi aad SY SLs Ly OT 2S Some PL Says p tel shel 6 Xo tas 4,31 AS gt ets Ly ally OL (NEN) slo yas pets et (AML) qe a ye var py etsat t 1 . . 7 Tree ced canta ssl JT ag Oat ote GAL SD dom ous We oa yd Oe ON) aS gs ss 2 Wy 08d ods yy OLej gpg! tages Cape Ly iy fabs a Sgt By glee atagg Ey OT Cully coe 30 9 ale yo dd eG Saye et igart Sa lane (a ont sh abe aa hen oy baplite Setgs Se go g ailal . LAT Aa Ly ; ne LLG LS oe YAY aaa at tr mots oa (YAY) bas chee alte gba jad oth ody gp Olaalee Leb 994 2 Sig WIS VAT cul teed ede sy donde Iga yo PL bye cult pat REFERENCE Efron, Proc. Fifth Berkeley Symp. IV (1967), pp. 831-853. CIT jLa ye 17 IF jlea yey SCC) Saga y 24h 299 LS eS oe Bd Sob ly mah 25 cote Sltub a A a sc(t)=* LOAN) > 90+ LO) Gy $6 8) =) i=) i= () a + F sc Lyi) $t. 85) =9) i = SCCyiy) SF bh cpl cel til ay ole bs Sel ssh Sof Sly gy oT 8 rad py Waly Soler (#) oF eS Fal ody 0B ¥(i) Ob3 32 c(t = se) SC(t)=—|Ny(e)+ xr 8) yiyst sciay) (a) Ny (t)= #(yj > 0 OT 52 (aed gp Gao byt pl 2 oS galad sty CH() 3b) ai AS gos col tc yey cle Shoe Says a bes PL SousT (5g Sa) 5 al hh Sledgy oY fo vs 4hs¥ 4 : we wre=(wl)G )+ave v3 ° fe ay 4 aa’ ave ave 4d 9 vile ave aWe= Covey prove : va . : eye v 4VA \el evo ove aye a h . h fo= (pelo) h aals eve ove VO= Coe) toes vw . . ° ole » yA avle pele pele pelo pele at Ww ive pele pele pele wens ‘ (Dayg 0d ee (CAD cere Od Bee 0 EO Ser ty td ber | | Ue fel ay AS gp Goes pj alt 2 WE jleoe Foy97 2 (0) tel) wos scy= mE Ge HAS SCV) \ t [Oe EPO RDG Gy Mist Soe PL S257 plan tp de 9 CHS sya S(t) ily 9 ely los af ABN tebe ty IE flee 3 se Slab 9 Gal ase REFERENCES Efron, Proc. Fifth Berkeley Symp. IV (1967). Turnbull, JASA (1974). IRSS B (1976). Aiepeand gic Slr Soy97p TY Bolle «Py laced a igh hls X bales 5 pee Ga dane del yo cel {Py} $y shy IANS” Blah (x) eel dQ (x) = fig (x) dy, (x) Abul 43 cal L(0)= f(x) 028 pS lie ales glicunys pth F597» Doy97 Cue SF Ly Pp aly odie Sle! Sjlatl A 3 3 choy oy CI 32 Sa ell es ILS Syl ells (Pp) b3y 24) Sey Poser wit pe? JB lice She ly BF Gs boy PH (PP AGS 2 pd sleds sets bj ad a 9 WLS Hgts GS a5 WLP ye hg Py pte 59 ol ath dle! slaeslal pet ap Ny eal Pht Pp es PL gn SS dP\(x) d(P, + Py) £05 B Py) = ALS yh bef (GMLE) 3b pant glaionnys pSlle Fo j37 pl) Blase ssl ek dn PEP pa sly 25 daly f(x; B, Py2 F(x: P, BY (yy set 5S MLE Spans Hayat ole pee’ gpl TE OU AS SUIL Fg) GMLE jas «PL joa OU Soin eel 5 ccd F(x; P, BY =o SOT eins Gad Cate Sled x Plc! Sj KF «PEP gly oy (V) Dbral ghg capeg AD Cees Cate laced xg jah PU Gl JX ype 4 (VW) ones 9 bl, P(x} > eS pS Obed glaP col Ly OT eel JT aT 33 3 80 (ip5 S) ALRY cles, B(x)2 P(x) a) BST a CI te pe S104 yore Vn By )] Maw g SO ae RE aly te pe SF Ky Jw al) Pleat glaa ssl oT cu FSH | PHY Boeees(¥ By} easel aia SS ead 9 OLE A pee eae gt teal bd daly as P gee cle Se L=PA(¥ 2 8y)sYn Sat a 1-8; PT=yiy) OPT>yy) O ist Sd yng) = 4° SY Lyi ¥(i417) Spd held ey pj Jed Pau Lad Gy PAT =y(jy} = pj etd} 19 olscinys GL pp LG py ul pale sly ada SN ph apie AS hie 1G) =V bt Moke iy LS py ea pole cl ay oats ATM PAyGiy t)=1— F(t) pet A ni Cope al s a s*(t)=Sy(t)=P(Y>1)=1-H(H) =['- F(t)IN-G(t)] eS A BN 1 Cape a Sar le ele . co Sh(t)=P{Y >t, 8=\}= f [\-G(u)]dF(u) fF o-Fonaae Sh(t)=PEY >t, b=. pad Sane eal S(t) = 8) (0) + SoC) BS Baa SC) 9 SC) 3 geld ape Age eg |) S(O) S slo peal ye OLS antl dears, S(t) ae Gos (BN) oe $y (u) -{' _--G(uy Fu) Je s8(u)+8e(uy FONG] _ ft F(a) _ to =f WF ea) 7 Bl FO) = lees) t dSe S(t)= exp] J — Sa le $h(u)+Se(u) coals eABy ey te Sods BL te tar Lb Sy’ oa (WW) al alate shoe srt) a log! FOP INGE") SHO) +S) FING) + + atog! FUT jpg SD D-FOT)] sc) oy (6 zh Ke) 5 208 )46 les (GOP) = GO) ET 53S aT ep cag te Sp Keene sles? Gals) tonlaly Bett Ss, S((*)=S(17)= exp} fog] HO O* Se) Sut) +8607) es hal CS) 9 (GI) Gh POT th ctl Sate Cher Gy Fisuis £1 gg os ue Loe won| - 8a eset Oo ° t Shu +8euy get | Shu) + 887) *. . 592 Ere ee GY g Sy ge, loos say SEs gw cof dla gal ya Uy S(t) AS Lema ge LS y ALS Gas Maly Ly (Vo) ciple acu! Sh ter bls igay tala OLY Oy Shy Sy ge Syme 4 ls oo S(t) =WiSh. S250 4 OF UL ceed IE Ge S(t) & bye PL Says yy S aS oye Cu guy thal pS ot Bt i Cope oly ed ei ob 9 Col ot at ig SO = 2D (Yj >t.8; =1) is ak ri S=OY MY > t=) i=\ noel 25 ily PL Sarst yn S a2 se &y=yiSh, S50 ede y BL SS Oye ay okt g edb ody Sale Ge SG 2 OT byte wl Sop Sot Sap tS we pp Naw ee sl Sh slater cas gree HU les oS 8550) pia SS Lad aly shi bln oA 8) 255 shy) Shey 2S 820) tye CalyS aybe ee BUS wegen Carag OL by ae Leg See 8 stay pts FU ay TL OLS gy pK SAG 52 SE 5 SEG! es ee * Sy-Su [=o sys (| 3 |s-s¢"|>- feels FT wSysSe > W(Sy Se" 30 el cotla - at at as “oO S(t) = w(Sy. Se st) —— w(Sy, 8, 21) =S(t) REFERENCE Peterson, JASA (1977). ile db Ot ene bb Ath FCN y Gogg [5 T] Gy PAS pepo OLN i oT Zqlt)= v0 (8t)-S0T S Z(t) reel 25 glo ett & psf aula & ZU) pS E[Z(t)] => tity dF Cov[Z (ty), Z(ty)]=8(t))-S(ty)x i . aor ) ne ty AF y() =S8(t).5 ‘ =S(4)sity [ (FINA) on (6 pb ) ese UU oly, OT yo S t Fy(t)=P(Y $t,3=%)= f [\-G(u)jdF(u) \-H(u)=[)-F(u)}[\- G(a)} pedbogt OT & she oe 2 SF el SK BS eo bE ot AS gt Lt Z(t) el tad g (SB) Gane she Za (t) S yt bg apie day low CAI sll Zo (tye) F Zp (ty) ot Wty 8 ald ee, £(Z) & Eige 79 FZ) S shai Fag sol gue Zp laced glee jlasl Uso 9 ae el Zan Vb OLS Gn SoS b Sl yo age GB A lee soul 25 To TY ed ole Ie SB ¥ iy 8 nfsw.S'e0 [ He | nod [yaw]! Vj ay gT Cd eS Oy 801) dle oll ole 98) aK gt Ht vy yj oly -H(1)= PCY St) » Fy(t)= PY St.8=1) OS 3 peS eolize {A H(u) J H(u" J] 51 HU)! leg dle pbs oF spol fens LE OT 22 L Yb laos sty Sqiy/n Natso1e vost ite ayall(n=te yA) 5G =) i Mist (n-i)(n-i+4) sli Jubow Be (cna glow ilagly ie © AVAT) cael 959g F Hal Lids REFERENCES, Billingsley, Convergence of Probability Measures (1968), for weak convergence. Breslow and Crowley, Ann. Stat. (1974). HK EF el ua SoysTy ¥ FD ope y KE 8g poe eee ott GL MW = EL EP 8 sash poke le cl IK GB asl yz dale R(t ays DIR Ee wel ACLS fi tandas soe SS 5 Sle sla Lib bb (=e AO Bab Sy Ale Sg sas np) ae ly MI yb lt ops IS Se . * ba Aedtn= EO ese rel pa ote A Ge cae . ai Awe 5 ol "2,| yeast n-i+t log(\~ x) KKK eS pale sly dy5 ctlee So5 sey Ve Sossly 92 sp dld aed oly GF PL Say sT py Bho yas, Say9Tp col . Bay) GeO. TY (1-28) -80 Hse 5 Sia ciple Fay Ty Ke Ble Up ay 57 y oe 2 §(t)=e" AS gy algetey els wt Lea SossT y Ky, digo g Ly S(t) gKaste y Kigali sel Sa lle Ge oSile lo lye jl gay 39K wary OS 5 * (pi Ki) ct bl clets REFERENCES, Nelson, J, Qual. Tech. (1969). , Technometries (1972). Peterson, JASA (1977). Fleming and Harrington, unpublished manuscript (1979). ie Sey ipl aie als oylsibeal els 5) vn [Fy(H)- FO) 2p, (1) va (A(t)~ H(t) S Zy(t) ipa A(t) any til orl cloayl a «Zp 2p uf * t dFy(u) Aa)= i es \-Acu) t] oy ARH ] * = f [Sa athe [erevat -*0| i t AR t dh = =[ afy , (! How dr, [ au Fu) \-H- J. (Q-Hyt \-H t AR E,- =acne f AoH gp, Gu-Fu) ft fu Fu Yd Hs - (Hu) ‘-H(t) de Qt spel A 93 eg eb Ya ge a ej age SSI gl eT gale vatko-acors [i Hear, 2 Fy FO) _ [ ve (Fu-Fu) ging 1- H(t) o-H)" w Zu ZF) pt _2 ry —H_ar, —au=Z > ty “Ho -[ Q- wr a) Uy low sy IF NB Se sb ot got oF Shas O59 Slo ly Za (te pels cel E[Z,(t)]= tyAty dF, Cov{Z a (ty), Za (ty) = Stu oviZAhhZarnl= [ way aT coe 4 800 he wigs SB yee AO Co ay adel jl ealical by eA eA _ PACA (ty AO 4 §(t)=8(t)-[A(H)- ACH IS() + vn [8(t)-S(t)]=- vn [A(t)- A(1)]S(t) + Saw eel nd GabslaS 9 EZ] =0b ah als G 2) S gl Su ty At, Cov[ Z(t), Z(ty)] =8(ty)-S(ty) x f vy aay Lae REFERENCES Breslow and Crowley, Ann. Stat. (1974), Aalen, Scand, J, Stat. (1976). , Ann. Stat. (1978). wie gi Ga So35Ty F Ae als ype 4 Ly Be oy ye ab ge GH ay sTy file vo sol bay wis Qe FST y2 S asks ols @=T(F) Bas Gb Fy ST wel O= TER, ype opm SoysTy UG Gn JI ype Gs dpe Fay Sy th tages tn Fl gy col os wel PL Ssys1 yp 85 Fe 8ST jo oF wel = TB) ov (yh Ss) 6 pal jbb Slats, hile VF @=T(F)= [Pxereos [P0-Foo1dk= JP seu spite Bp 9d Supe 39 - ob 0 6-118) f x dF,(x)5 | [\~ Fy (x) dx. spel hn oars Soe 2 ~ fn © a-r1é= [ xdFoo= | S(tjdt a. 4 fe 1 io " avariéy=* f st i S(u)du| dFy(s) ode Hes) ss iad LSS O54 lle 52 Y oO. 54) f, sa (Dn) Sg plot pine & S(t ays yt 0 b 5b POT y3 ony ¥¢ny ST St tt ly poy te ad walt Saleig SEI pole ons 50 AML Latool 3118 (9) =Y 2 8(ny =" pase Y sadalde Gi eT 55h 99 cs ai spe up alized AT cle G8 xo ANEW 0 AV ETA Ke LOT ETE 9M OT ETD Ms AVar(6) = is KoA ITE VEX ONY H FAX oAAE+ (VELX OAAE) SW) NV+ (V4 STE) SOY STD PL Say gT gS cual pl cle aisle (535 Diy coal Gp eT pepe 9 Li eos wi Sle ects yy aT ely ome cleiy 29 Bile SU Nae lag Cokie 9 ple) tod ago Sila ¥ et 223Te 2d TE LOT 9 0 pad a ps (0) S58 shi bles sf ~ [So 8 f S(t)dt oysln O= fr S(t)dt lL O= i S(t)dt (ge ploly g Yolo yu) nite > eer uy CHES ghey WF Cul galael jl clallss (Sy) cast y gel 32 pee aS G2 2 pI Chay 299 els 9 2)! Roe Gy Pe Sy ee Cll etn. JS age REFERENCES Kaplan and Meier, JASA (1958). Meier, Perspwetives in Prob. and Stat. (1975). Sander, Stanford Univ. Tech. Report No. 8. (1975). Susarla and Van Ryzin, Ann. Stat. (1980). L-g Soy ily VF PEG 5 S col yliL~ cr Says] y jl lied ely eel! 25 6 oly Tate ej AUIS Ol eit eli sally deg th Okie Oy Cs LU She gh 2 pS OL Jag KG jf ole! by Weoals aust y iI LS OLS el gi ape e be Sale Kis Ssh 2 to. * a= [ xI(F(x))d F(X) a ; su) : TS ge Goh gj aly 2 9 Olle Pag Cand ot lg [NF dey eal 32 fre Te oes igs okie OS heb Lote Sal SK seal py ype & L= So ysT yy Se colle Gol fy ot oy cslasle & 5a (Ape SL) GA ke sy ay pts pte avarcay=* f f S(t) J(S(t)) S(u) Jor doo 3(S(u)) { me dF) Lady 00 (1-H (s)]" REFERENCES Sander, Stanford Univ. Tech. Report No, 8. (1975). Reid Ann. Stat. (1981). M-jSay31y YF Ly Linests tah Lig! ames yo cel F 02g Oylie oll (od SB 55 el 3 Reel yj Maer Age Oy bye Me SaysT po S ps +90 ~ 8 J y(x-8)dFOy=- Jo prow L- cls S251, vege 39 cal "(K—O)/ECK=8) pana (X= 8) gol sl gi gy Blo SF Gis 9p Says y tl yplocuys le ge Says x(QVex")" [xi st w(xy= ° |x|>s yh carpe bda cod oy 97 yp wlie L b brooke 2b aly clas IF 52 rel pi Cr ea Ie M~ S37 SK gil nibs Var(6)=-2 [*? (f° ‘5 % AVar( yt nao [ BprStY wat] FCs) $00 sey’ [ y"(t-8)d F(t) bel oe 00 REFERENCE Reid Ann. Stat. (1981). domes ARE sylouy ott edgy glaesls b My L- gla So,51y de OL5 6 Ub plo ss Sp F ashe Foy 97 y SF Sle 52 al oh ay YET alee 9 Oye tet volo goby Ghee dle FF sl cel ylie Ol Spies) FaysT yy Se SD esl ob gle Aa L OIFOT tls 2g parce lye ls EMD S428) nods Be lele be Fy de he Saas yl S lel gpl bas OLS Gg a dal Chile ble 4 sane 6 Soy Ae ot Abst PL SaysTy tae oS god ey IT tots oy Slate Gay KS cord Ctl LS bay y 80) st aly ane Glt Saye aL 80) JS gl ds sla ote x 6 gly -\ ‘ a soe Cs St as 8() t pss (AML laeala 72 wk col 2 Scr) 0,55 Scray =o Fa Bony Mad G, Wr) =e, HO nv (digs Ka) GAN UE Clg) AVar(8(8)) _ £"() . BES Feds oS sysT in 299 ie F tel) SS 4 Ig gL) AVar(S(8)) cel al [Ste OT oysT yn 9 0dy2 Spee IE AVar(6) = Ce glow tly 9S Qader 1) 8 wih sly wb REFERENCES Sander, Stanford Univ. Tech. Report No, 5 (1975), discusses the asymptotic variance. Féldes, Rejto, and Winter, unpublished manuscript (1978), discuss density estimation using censored data. Reid, Ann. Stat. (1981), discusses the asymptotic variance. ____ and Iyengar, unpublished notes (1978), consider estimates of the variance, Efron, Stanford Univ. Tech. Report No. $3 (1980), uses the bootstrap to measure the variability of 6. S59 GUS 243T 2 0 spas Ny (t= AC; >t) FW 32 | al oye LG eS ot et sy= TT [22 f° ist n-i+) - [snp nny Ny(t+)| y(t) yanst 6 ot njn-Vn-¥ NY) | DS vO 4G [sctep te yiyst n-i ly g 3 Yle yu Heaeb 5S pj Dye G2 S(t) je Far sT yp S aslests OLS iy apy _ atte @)FNy(D) aly(jy 0) +(n- i+) b- 8c) Sa (t)= oe x G(s, a) +n 0, ) ele ola 5A sed 25 OLS AL Se Sot n 8) Soy sTn : co 16,8) [ (8(t)- S(t)" dwt) ce ally & Py AS n> gates ISL 9 sapee dal lh os widely Gul 2 AS als BI St sah cel See slows pls yo (PH oalgle p scl (2,00) OF a cea Ft HY LL ps get WLS SLL Pola dlr 55lal AY axtls (6,02) 5! By © By pAeslul jie chy (P(By)s ++» P(B)) ~ Dirichlet (.(By), vs (BK) reel 25 NK tts (ay... 04) MF po woe Saegs FOR eee RK) REG PRAT Gg 20) my eR =D cel Gig Oe Lee Us Big kaN a» SLC CIF Sa Gb OT 2 Sel A Sg ls X baalde iS Uo 8 Py ae Gb PS P ese be Tie es LRG Ie yo ate CLI Gots WaT ge Cand ty By, elegy Tels Obj So slo | ryt gy cual apd Obes) IL 25 Gals ie AT ge aly L T fi 53 Py org ly Pen g as pet cay = 26A) qi) a(o, 0) bl pe a Cape ge BUI 2A ST Spend (VN) Babee poke & ats wie SUID Tee 2b Fi dee ly call A Re pee Slat ° wl OT aah Q(t, ©) -A,t a(e, @) Sh a OL) gt yl LS 100+, 00) ES pe gage wate by etal 02 RING gate aah oF ATi Oly ca (s, 0) V0 le 5 (ips Se) UW lady, BE 223 JRE Gil 80 9 S(O) 22th AED oe Mtl os b sly be pL eshte Sq ILE HI ssl wo S sls OLS op play g Vole Sn 22 T Sol AB Syd Sates ged ST go SI EAS lt Gt reel pj Glee GS Se 53 ico a(t, ©) + Ny(t) aly jy» 2)+Ny(¥Gj)-) p-) a (=X Givi ww) Nya G(o,o)+n Yqyst OLY(j) PIFNYOCjy) | REFERENCES Ferguson , Ann. Stat. (1973), discusses the Dirichlet process prior. Susarla and Van Ryzin, JASA (1976), derive the Bayes estimate in the censored case. ____and , Ann, Stat. (1978b), study the asymptotic behavior of Bayes estimates. Ferguson and Phadia, Ann. Stat. (1979), examine more general prior distributions. Rai, Susarla, and Van Ryzin, Comm, Stat. B (1980), look at mean square errors. gle SS clre ie tev 6a Soy 97) 2p gto n cle Ly Spd Se ae cle REFERENCES Susarla and Van Ryzin, Ann, Stat, (1978a). Phadia, Ann. Stat, (1980). poles bad (4 gai 99) 6 ral bb Cass CF Ca R eigk Li tid gla fee Ty GS 5 ty! Higa oly Ope eel Th byt A OL Cp th Gy igi L iid GLa a ys cuales 5 cote Ly (Xp Sin) © (Xi, 8y) slo! Xj=TrC, 5 8 =1TSC) Dy 5 Dy s Fy cass L iid glace Ug ls US (3 sp? By sly Opt SU bye tp Ole) Dj th Gy aig Ly hid gla ie ays edtlte 5 Ct eb Vg 2n) 8 (%8)) lal 3 8)=M(U;¥ wo U(X) Y= Ug = Xi=Yj 4 Xi<¥j wh OLS Oly ma U=Y dU; i=\ jot rem > mime nV) Vy, Y ¥ Ry sayy y Shales S16S ways os OL she Xa) << Xemy Ugg XP> Yj €j=9) YOK) =Y), Bj = 9.8) =9) ° le pl > Vt sup (XE Zp beau (Zy = Zp, be =n be=%) : Lale ple yo a (Zy wy *(m+ny(m+n—y) ity spelt a 9 HIE) 5 lt gsloeals SKS we Ste * Z Rx #Z U r A ° 4 “4 é A \ A aad y A Y v -3 ao A r . r W B ry 8 -Y A A ¥ A ° 4 B 8 r +Y Yo B s ' +t rot B y ° + vee B y . + U=-4-¥-a4+t 40-14 — (2008) (145) . * E, p(U)=« vi U p(U) 3 ar, p(U) (cay =VAtT isle H, G23 Cos 2 NC) w (igs 92) Sanh Slay scaly SK SyeiT oly P fae Po) 0 VY oul ply REFERENCES Gehan, Biometrika (1965). Mantal, Biometrics (1967), H, God shyly £4 ee HEE Py G, Gyo hy ae Gi tele ls See HL te CARL HER =F ep eos Be iby Ue het eS BY Uy oo yg Tye TGS po Wyk Viney toe Vy de Gad MS pas ke 20 9 8 GS ips GME Le Soy ly Vy oT HH, 28 tig (Gye gy (6m) (=: Dy) 9° 9 (Dy) roel GF yy pj Qype DUAL cpl SAS (Xy8)) 90° 9 (Xan my) 3 C%s 8) avg Yn On) (KH 8)o (XmoSm): Ye) Opt gd links a esas LGD] UpCi pl Syia esl weal | (YG, 87) 5 OG. 8)) pS seals Sgr coylbe «Var, (UD iy E,(Var, p(U)) 4b oa (Yqs®q) mn " Var, (U)=E,(U')=E is iu fas jas =mnE,( Uj) +mn(n—sE,(Uy Uj) + mOm Nn E, (Uy U m(m=)n(a=NE, (Uy, Ui) B,(Varp(U))= alta Dee Eye spel POT eS fo Caley a my mechely Ab AY SI i mra

You might also like