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A Note on Confidence Intervals and Bands for the Survival Function Based on Transformations
Ørnulf Borgan and Knut Liestøl
Scandinavian Journal of Statistics
Vol. 17, No. 1 (1990), pp. 35-41
Published by: Wiley on behalf of Board of the Foundation of the Scandinavian Journal of Statistics
Stable URL: http://www.jstor.org/stable/4616153
Page Count: 7
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Pointwise confidence intervals and simultaneous confidence bands for the survival function based on the log-minus-log and arcsine-square root transformations are considered, and their small sample performance is compared with that of their non-transformed counter-parts. For the confidence intervals and "the equal precision" bands a substantial improvement is obtained by using one of the transformed versions. For bands of the Hall-Wellner type there seems to be less reason for using transformations.
Scandinavian Journal of Statistics © 1990 Board of the Foundation of the Scandinavian Journal of Statistics