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Computer Age Statistical Inference by Trevor Hastie, Bradley Efron

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9 Survival Analysis and the EM Algorithm

Survival analysis had its roots in governmental and actuarial statistics, spanning centuries of use in assessing life expectancies, insurance rates, and annuities. In the 20 years between 1955 and 1975, survival analysis was adapted by statisticians for application to biomedical studies. Three of the most popular post-war statistical methodologies emerged during this period: the Kaplan–Meier estimate, the log-rank test,1 and Cox’s proportional hazards model, the succession showing increased computational demands along with increasingly sophisticated inferential justification. A connection with one of Fisher’s ideas on maximum likelihood estimation leads in the last section of this chapter to another statistical ...

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