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Biometrika 1987 74(3):655-658; doi:10.1093/biomet/74.3.655
© 1987 by Biometrika Trust
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MISCELLANEA

A note on an estimator of life expectancy with random censorship

YOSHIKI KUMAZAWA

Faculty of Economics, Shiga University Hikone, Shiga 522, Japan

Yang (1977) proposed an estimator of life expectancy based on the Kaplan—Meier estimator under a random censorship model. This note shows that this estimator, considered as a function of age, converges weakly to a Gaussian process on the whole line. A consistent estimator of the variance function of this limiting process is given and asymptotic confidence bands for the life expectancy are discussed.

Key Words: Censored data • Confidence band • Counting process • Gaussian process • Kaplan-Meier estimator • Weak convergence


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