A note on an estimator of life expectancy with random censorship

Abstract

Yang (1977) proposed an estimator of life expectancy based on the Kaplan—Meier estimator under a random censorship model. This note shows that this estimator, considered as a function of age, converges weakly to a Gaussian process on the whole line. A consistent estimator of the variance function of this limiting process is given and asymptotic confidence bands for the life expectancy are discussed.