kaplan meier method

How Does the Kaplan-Meier Method Work?

The Kaplan-Meier estimator calculates the probability of surviving past a certain time point by considering the proportion of subjects surviving at each observed event time. It updates the survival probability at each event time and accounts for the censored data. The survival probability is given by:
\[ S(t) = \prod_{t_i \leq t} \left( \frac{n_i - d_i}{n_i} \right) \]
Where:
- \( t_i \) is the time of the i-th event.
- \( n_i \) is the number of subjects at risk just before \( t_i \).
- \( d_i \) is the number of events at \( t_i \).

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