Likelihood for Censored Data

Definition

Likelihood for right-censored data:

$L=\prod \_{i=1}^n\text{[}f(t\_i){]}^{\delta \_i}\text{[}S(t\_i){]}^{1-\delta \_i}$

where $\delta \_i$ is the event indicator:

• $\delta \_i=1$ if event observed at time $t\_i$
• $\delta \_i=0$ if censored at time $t\_i$

Related

• Censored Data
• Survival Function