TMA4275 Lifetime analysis

Introduction to the course
Discrete time martingales
Continuous time martingales
The Nelson-Aalen estimator
The Kaplan-Meier estimator
Kaplan-Meier for a Markov chain
Relative risk regression
Additive regression models
Parametric counting processes
Frailty models

TMA4275 Lifetime analysis
The Kaplan-Meier estimator
Non-parametric tests
Problem: Expected number of events in a sample
Hints: Expected number of events in a sample

Hints: Expected number of events in a sample

Eksempel

Hints

The hint given in the problem text should be helpful here. What does it mean for \(Z_1(t)\) to be a mean zero martingale?

Relevante lenker

Eksempler:
- Solution: Expected number of events in a sample