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.
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Dikta, G., Kurtz, B. & Stute, W. Sequential fixed-width confidence bands for distribution functions under random censoring. Metrika 36, 167–176 (1989). https://doi.org/10.1007/BF02614090
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DOI: https://doi.org/10.1007/BF02614090