Kaplan-Meier estimator

Kaplan-Meier estimator

The Kaplan-Meier estimator (pronounced kap-lan-may-er), also known as the product limit estimator, is a non-parametric statistic used to estimate the survival function from life table, survival analysis data. It was introduced by Edward L. Kaplan and Paul Meier in 1958.

Etymology

The Kaplan-Meier estimator is named after Edward L. Kaplan and Paul Meier, who each contributed to the development of the method. The term "estimator" refers to the statistical method used to estimate the survival function.

Definition

The Kaplan-Meier estimator is defined as the probability of surviving in a given length of time while considering time in many small intervals. The formula for the Kaplan-Meier estimator is:

S(t) = ∏ (number at risk at t - number of events at t) / number at risk at t

where S(t) is the probability of survival from the start of observation until time t.

Usage

The Kaplan-Meier estimator is widely used in medical statistics and health economics to measure the fraction of patients living for a certain amount of time after treatment. It can also be used in other fields where survival analysis is necessary, such as in engineering statistics, sociology, and event history analysis.

Related terms

• Survival function
• Life table
• Survival analysis
• Censoring
• Hazard ratio
• Log-rank test

External links

• Medical encyclopedia article on Kaplan-Meier estimator
• Wikipedia's article - Kaplan-Meier estimator

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