Nonparametric Distribution
Analysis - Right Censoring

Actuarial Estimation Method - Comparison of Survival Curves

  

Use the Log-Rank and Wilcoxon tests to compare the survival curves of two or more data sets. Each test detects different types of differences between the survival curves; therefore you should use both tests to help determine whether the survival curves are equal.

·    The Log-Rank test compares the actual and expected number of failures between the survival curves at each failure time.

·    The Wilcoxon test is simply a log-rank test weighted by the number of items still surviving at each time point. Therefore, the Wilcoxon test weights early failure times heavier.

Example Output

Test Statistics

Method    Chi-Square    DF    P-Value 

Log-Rank     16.0723     1      0.000

Wilcoxon     14.4582     1      0.000

Interpretation

For the iron cord data, the test is to determine whether or not the survival curves for the new and old iron cords are the same. Because the p-value for both tests is 0.000 and less than an implied a-value of 0.05, you can conclude that a significant difference exists between the survival curves.

 

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