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Long-Term Actuarial Math Old Exam MLC Forum

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  #1  
Old 10-24-2018, 06:56 PM
Coldaine Coldaine is offline
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Default Greenwood vs Klein's for K-M

For estimating the variance of the estimate of the Survival function in K-M or N-A, which function do we use?

Do they have to explicitly instruct us to use one or the other?
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Old 10-24-2018, 07:29 PM
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I believe KM implies Greenwood while NA is Klein
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Old 10-24-2018, 08:08 PM
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Quote:
Originally Posted by PerpetualMotion View Post
I believe KM implies Greenwood while NA is Klein
Correct
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Old 10-24-2018, 11:02 PM
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A follow up to this then:



The official LTAM tables show Klein's estimated variance formula solving for the variance of S hat at y, and Greenwood's for the variance of Sn at y.

Why is Greenwood's not equal to S hat, and Klein's equal to H hat, the variance of the estimate of the cumulative survival function?
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Old 10-24-2018, 11:50 PM
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Because either way youre solving for var(s). To my.knowledge Var (h) is what's in the summations in both cases. Like if you needed var(h) you just leave out the s^2 part.the S Hat vs Sn is probably just a notation thing but im not sure about that.
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Old 10-26-2018, 11:20 PM
windows7forever windows7forever is offline
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I recall C used Greenwood's for KM or Product Limit estimator, so the other one should be for NA estimator.
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