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Title: mortality estimation addition
Description: This note allows master's students to learn additional information about mortality estimation, following the mortality estimation note. It is as straightforward as possible.

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Mortality Estimation
Nelson-Γ…alen Estimator
1
...

2
...

𝑠
If at the time 𝑠1 lives out of a risk set of π‘Ÿ1 die, the hazard at that time 𝑦1 is 1
...

𝑗

1

Μ‚ (0) = 0 and then at each time 𝑦𝑗 at which an event occurs, 𝐻
Μ‚ (𝑦𝑗 ) = 𝐻
Μ‚ (π‘¦π‘—βˆ’1 ) +
The Nelson-Γ…alen estimator sets 𝐻
𝑠𝑗

π‘Ÿπ‘—

3
...
Formulas:
The Kaplan-Meier estimator is an unbiased estimator of the survival function
...
So,
𝑠
Μ‚ (𝐻
Μ‚ (𝑦𝑗 )) = π‘‰π‘Žπ‘Ÿ
Μ‚ (𝐻
Μ‚ (π‘¦π‘—βˆ’1 )) + 𝑗
π‘‰π‘Žπ‘Ÿ
π‘Ÿπ‘—2
Μ‚ (𝑦) is multiplied by 𝑆̂(𝑦)2
...
For Efron’s tail correction
the variance is 0, while for Klein-Moeschberger’s it is the same as the variance of 𝑆𝑛 (π‘¦π‘˜ ) when 𝑦 < 𝛾, 0 otherwise
...
Confidence intervals
Μ‚ (𝑑) can be constructed by adding and
The usual symmetric normal confidence intervals for 𝑆𝑛 (𝑑) and 𝐻
subtracting to the estimator the standard deviation times a coefficient from the standard normal distribution
based on the confidence level
Title: mortality estimation addition
Description: This note allows master's students to learn additional information about mortality estimation, following the mortality estimation note. It is as straightforward as possible.