#StackBounty: #kolmogorov-smirnov #censoring #kaplan-meier Can I conduct Kolmogorov-Smirnov test on censored data?

Bounty: 50

Normally, Kolmogorov-Smirnov is conducted on full, uncensored data with test statistics.

$$
sup_x |F(x)-F^*(x)|
$$

Or equivalently,

$$
sup_x|S(x)-S^*(x)|
$$

,where $F(x)$,$S(x)$ is proposed function’s CDF and survival function and $F^(x)$ and $S^(x)$ are empirical estimation on CDF and Survival function.

This makes me wonder can I generalized it to censored data? Again, using

$$
sup_x|S(x)-S^*(x)|
$$

but now $S^*(x)$ is Kaplan Meier Estimator.

Is it appropriate?


Get this bounty!!!

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