statsmodels.duration.survfunc.SurvfuncRight.quantile_ci¶

SurvfuncRight.quantile_ci(p, alpha=0.05, method='cloglog')[source]¶

Returns a confidence interval for a survival quantile.

Parameters:¶

pfloat

The probability point for which a confidence interval is determined.

alphafloat

The confidence interval has nominal coverage probability 1 - alpha.

methodstr

Function to use for g-transformation, must be …

Returns:¶

lbfloat

The lower confidence limit.

ubfloat

The upper confidence limit.

Notes

The confidence interval is obtained by inverting Z-tests. The limits of the confidence interval will always be observed event times.

References

The method is based on the approach used in SAS, documented here:

http://support.sas.com/documentation/cdl/en/statug/68162/HTML/default/viewer.htm#statug_lifetest_details03.htm