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Symmetric Tests and Confidence Intervals for Survival Probabilities and Quantiles of Censored Survival Data
Author(s) -
Barber Stuart,
Jennison Christopher
Publication year - 1999
Publication title -
biometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.298
H-Index - 130
eISSN - 1541-0420
pISSN - 0006-341X
DOI - 10.1111/j.0006-341x.1999.00430.x
Subject(s) - quantile , confidence interval , statistics , mathematics , survival function , survival analysis , quantile function , econometrics , cumulative distribution function , probability density function
Summary. We describe existing tests and introduce two new tests concerning the value of a survival function. These tests may be used to construct a confidence interval for the survival probability at a given time or for a quantile of the survival distribution. Simulation studies show that error rates can differ substantially from their nominal values, particularly at survival probabilities close to zero or one. We recommend our new constrained bootstrap test for its good overall performance.