Nelson–Aalen estimator

Nelson–Aalen estimator

The Nelson–Aalen estimator is a non-parametric estimator of the cumulative hazard rate function in case of censored data or incomplete data. It is used in survival theory, reliability engineering and life insurance to estimate the cumulative number of expected events. An event can be a failure of a non-repairable component or a death of a human being. The estimator is given by

H(t)=\sum_{t_i\leq t}\frac{d_i}{n_i},

with di the number of events at ti and ni are the total individuals at risk at ti.

The curvature of the Nelson–Aalen estimator gives an idea of the hazard rate shape. A concave shape is an indicator for infant mortality while a convex shape indicates wear out mortality.

It can be used for example when testing the homogenitity of Poisson processes.[1]

See also

References

  1. ^ Jan Kysely, Jan Picek, Romana Beranova (2010) "Estimating extremes in climate change simulations using the peaks-over-threshold method with a non-stationary threshold", Global and Planetary Change, 72 (1-2), 55-68 doi:10.1016/j.gloplacha.2010.03.006.

External links


Wikimedia Foundation. 2010.

Игры ⚽ Нужен реферат?

Look at other dictionaries:

  • Odd Aalen — Odd Olai Aalen (born 1947) is a Norwegian statistician and is a professor at the Department of Basic Medical Sciences at the University of Oslo.[1] His research work is geared towards applications in biosciences. Aalen s early work on counting… …   Wikipedia

  • Kaplan–Meier estimator — The Kaplan–Meier estimator,[1][2] also known as the product limit estimator, is an estimator for estimating the survival function from life time data. In medical research, it is often used to measure the fraction of patients living for a certain… …   Wikipedia

  • Survival analysis — is a branch of statistics which deals with death in biological organisms and failure in mechanical systems. This topic is called reliability theory or reliability analysis in engineering, and duration analysis or duration modeling in economics or …   Wikipedia

  • Failure rate — is the frequency with which an engineered system or component fails, expressed for example in failures per hour. It is often denoted by the Greek letter λ (lambda) and is important in reliability engineering. The failure rate of a system usually… …   Wikipedia

Share the article and excerpts

Direct link
… Do a right-click on the link above
and select “Copy Link”