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The Kaplan–Meier estimator, [1] [2] also known as the product limit estimator, is a non-parametric statistic used to estimate the survival function from lifetime data. In medical research, it is often used to measure the fraction of patients living for a certain amount of time after treatment.
The problem with measuring overall survival by using the Kaplan-Meier or actuarial survival methods is that the estimates include two causes of death: deaths from the disease of interest and deaths from all other causes, which includes old age, other cancers, trauma and any other possible cause of death. In general, survival analysis is ...
As a counterpart of the Kaplan–Meier curve, which is used to describe the time to a terminal event, recurrent event data can be described using the mean cumulative function, which is the average number of cumulative events experienced by an individual in the study at each point in time since the start of follow-up.
Paul Meier (July 24, 1924 – August 7, 2011) [1] was a statistician who promoted the use of randomized trials in medicine. [2] [3]Meier is known for introducing, with Edward L. Kaplan, the Kaplan–Meier estimator, [4] [5] a method for measuring how many patients survive a medical treatment from one duration to another, taking into account that the sampled population changes over time.
Confidence bands can be constructed around estimates of the empirical distribution function.Simple theory allows the construction of point-wise confidence intervals, but it is also possible to construct a simultaneous confidence band for the cumulative distribution function as a whole by inverting the Kolmogorov-Smirnov test, or by using non-parametric likelihood methods.
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I beleive that an example calculation is necessary for a comprehensive description of the Kaplan-Meier estimate. However, I agree that the section is long, and it need not be in the middle of the article; it can be moved to the end for those readers who wish to see the example calculation.
It is used in survival theory, reliability engineering and life insurance to estimate the cumulative number of expected events. An "event" can be the failure of a non-repairable component, the death of a human being, or any occurrence for which the experimental unit remains in the "failed" state (e.g., death) from the point at which it changed on.