Asymptotic Inference for Dependent Right-Censored Data via Markov Models

Authors

  • Dushatov N.T. Almalyk branch of Tashkent State Technical University named after Islam Karimov, Almalyk, Uzbekistan

Keywords:

Rightcensored data, KaplanMeier estimator, Central Limit Theorem

Abstract

In survival analysis and reliability theory, the assumption of independent lifetimes is often violated in real-world systems. This paper develops a version of the central limit theorem (CLT) for rightcensored lifetime data in which the failure times follow a first-order Markov process with a geometric transition structure. We provide theoretical justification for the asymptotic normality of a functional of the Kaplan-Meier estimator under these dependent conditions, derive the variance of the limiting distribution, and validate our findings with simulation studies.

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Published

2025-05-29

Issue

Section

Articles