Adjusted hazard rate estimator based on a known censoring probability

Abstract

In most reliability studies involving censoring, one assumes that censoring probabilities are unknown. We derive a nonparametric estimator for the survival function when information regarding censoring frequency is available. The estimator is constructed by adjusting the Nelson-Aalen estimator to incorporate censoring information. Our results indicate significant improvements can be achieved if available information regarding censoring is used. We compare this model to the Koziol-Green model, which is also based on a form of proportional hazards for the lifetime and censoring distributions. Two examples of survival data help to illustrate the differences in the estimation techniques.