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Sequential fixed-width confidence bands for distribution functions under random censoring
Authors:G. Dikta  B. Kurtz  Prof. Dr. W. Stute
Affiliation:1. Mathematisches Institut, Universit?t Giessen, Arndtstra?e 2, D-6300, Giessen
Abstract:Summary Sequential fixed-width confidence bands for a distribution function are derived in the case, when the data are censored from the right. The Breslow-Crowley invariance principle for the Kaplan Meier estimate is extended to the random sample size situation. Also some simulation results are reported, which illustrate the behavior of the stopping times.
Keywords:Censored data  Kaplan-Meier estimate  fixed-width confidence band  sequential estimation
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