The main purpose of this note is to provide a new and simple proof that the Kaplan-Meier (i.e., product-limit) estimator for the survival distribution uniquely solves Efron's self-consistency equation. Two novel insights include the observations that (i) the self-consistency equation actually directly generates a Volterra integral equation with solution given by the product-limit estimator for the censoring distribution; and, (ii) the corresponding version of this same integral equation for Kaplan-Meier estimator leads to a simple proof that it can be represented as an inverse probability of censoring weighted estimator.
翻译:本说明的主要目的是提供新的简单证据,证明卡普兰-梅耶(即产品限量)生存分配独家估计符解决了Efron的自一致性方程式。两个新颖的见解包括以下观点:(一) 自我一致性方程式实际上直接产生Volterra整体方程式,其解决方案由产品限量估计符提供,用于审查分配;(二) 卡普兰-梅耶估计符的同一种整体方程式的相应版本导致一个简单的证据,证明它可以被作为审查加权估计方程式的反比。