A combinatoric approach to the kaplan-meier estimator

Authors
Citation
Mauro, David, A combinatoric approach to the kaplan-meier estimator, Annals of statistics , 13(1), 1985, pp. 142-149
Journal title
ISSN journal
00905364
Volume
13
Issue
1
Year of publication
1985
Pages
142 - 149
Database
ACNP
SICI code
Abstract
The paper considers the Kaplan-Meier estimator FKMn from a combinatoric viewpoint. Under the assumption that the estimated distribution F and the censoring distribution G are continuous, the combinatoric results are used to show that ∫|θ(z)|dFKMn(z) has expectation not larger than ∫|θ(z)|dF(z) for any sample size n. This result is then coupled with Chebychev's inequality to demonstrate the weak convergence of the former integral to the latter if the latter is finite, if F and G are strictly less than 1 on R and if θ is continuous.