A NOTE ON THE BEHAVIOR OF THE KAPLAN-MEIER ESTIMATOR UNDER GENERAL CENSORSHIP

Jiantian Wang (U. S. A.)

Received December 17, 2007

Abstract

It is commonly believed that the Kaplan-Meier estimator will overestimate or underestimate the true survival function depending on whether the failure time and censoring time are positively or negatively correlated. This note provides some counterexamples to this common belief.

Keywords and phrases: Kaplan-Meier estimator, survival function, overestimation, underestimation.