Families of smooth confidence bands for the survival function under the general random censorship model.

Abstract

Randomly right censored data often arise in industrial life testing and clinical trials. Several authors have proposed asymptotic confidence bands for the survival function when data are randomly censored on the right. All of these bands are based on the empirical estimator of the survival function. In this paper, families of asymptotic (1-alpha) 100% level confidence bands are developed from the smoothed estimate of the survival function under the general random censorship model. The new bands are compared to empirical bands, and it is shown that for small sample sizes, the smooth bands have a higher coverage probability than the empirical counterparts.