These estimate the survival curve directly from the data, with no assumed
shape. That makes them the honest first look — and the right answer when no
distribution fits — but they can't extrapolate beyond your last observation, and
they give you a curve rather than parameters.
Use one when you want to see what the data says, to check a parametric fit
against, or when the shape is genuinely unknown. Use a distribution when you
need to predict past the data, or feed a model into an RBD or a replacement
calculation.
Kaplan-Meierkaplan_meier
The standard empirical survival estimator. A step function that drops at
each failure, with censored units correctly reducing the risk set without
causing a step.
R(t) = Π (1 − dᵢ/nᵢ) over failure times tᵢ ≤ t
Use it as the default non-parametric view, and as the backdrop to judge a
parametric fit against. Watch out: the curve stops at your last observation
— if that's a censoring time, the tail is simply unknown, not flat.
Nelson-Aalennelson_aalen
Estimates the cumulative hazard, then converts to survival — often better
behaved than Kaplan-Meier in small samples or heavy censoring.
H(t) = Σ dᵢ/nᵢ , R(t) = exp(−H(t))
Use it when samples are small, or when you want to read the cumulative
hazard directly — its slope is the failure rate, which makes trend easy to see.
Watch out: it and Kaplan-Meier converge as samples grow; disagreement is a
sign of thin data, not of one being wrong.
Fleming-Harringtonfleming_harrington
A tie-corrected refinement of Nelson-Aalen, handling simultaneous failures
more carefully.
Adjusts each increment for the number of tied failures at that time
Use it when many units fail at exactly the same recorded time — common with
inspection-based data where everything lands on the same date. Watch out: if
you have no ties it gives you Nelson-Aalen, so it's not a decision worth
agonising over.
Turnbullturnbull
The estimator for interval-censored data — the general case where you know
only that failure fell between two inspections.
Iteratively assigns probability mass to the intervals it could have fallen in
Use it when failures were found at inspections rather than observed as they
happened, or when you have a mix of exact, interval, left- and right-censored
observations. Watch out: the result can have flat regions where the data
cannot distinguish when within an interval the failures occurred — that
ambiguity is real, not an artifact.