Kaplan–Meier estimator

Summary

The Kaplan–Meier estimator is a nonparametric estimator of the survival function from right-censored data. It multiplies, over the observed event times, the fractions of subjects at risk who survive each event time. Without censoring it reduces to one minus the empirical distribution function. It was introduced by Edward Kaplan and Paul Meier, and its step-shaped plot is the most common figure in medical survival studies.