Small-sample results for the Kaplan-Meier estimator

Y. Y. Chen, M. Hollander, N. A. Langberg

Research output: Contribution to journalArticlepeer-review


Whereas much is known about the asymptotic properties of the Kaplan-Meier (1958) estimator (KME) of a survival function, exact results for small samples have been difficult to obtain. In this article, we obtain an exact expression for the αth moment (α > 0) of the KME under a model of proportional hazards. This enables us, under proportional hazards, to (a) study the bias of the KME, and (b) compare the exact variance of the KME to its asymptotic variance.

Original languageEnglish
Pages (from-to)141-144
Number of pages4
JournalJournal of the American Statistical Association
Issue number377
StatePublished - Mar 1982


  • Censoring
  • Incomplete data
  • Kaplan-Meier estimator
  • Proportional hazards

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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