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Logrank and weighted logrank — Examples
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Assignment randomization and sharp-null tests
- Binary Operations, Monoids, Groups and Subgroups
- Compactness in Metric Spaces
- Complete Metrizability, Čech-Completeness, and Baire Category
- Completeness, Completion, and Uniform Continuity
- Conditional Distributions and Regular Conditional Probability
- Conditional Expectation
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Estimators and Randomized Procedures
- Event observation, censoring, truncation
- Finite Counting, Factorials and Binomial Coefficients
- Finite Probability Spaces and Random Variables
- Foundations of the Real Numbers for Analysis
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Infinite Product Measures and Kolmogorov Extension
- Lebesgue-Stieltjes Measures and Distribution Functions
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Logrank and weighted logrank
- Markov Kernels and Markov Chains
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Nelson–Aalen, Kaplan–Meier, Greenwood
- Normal Subgroups and Quotient Groups
- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Probability Spaces Random Variables and Expectation
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Roots, Rational Powers, and Classical Inequalities
- Scientific model contracts and applicability
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Signed and Complex Measures Hahn and Jordan
- Simple Field Extensions and the Construction of the Complex Numbers
- Standard-Borel Real Codings and Determining Classes
- Statistical Experiments, Models and Identifiability
- Subspaces, Products, and Quotients
- Suprema and Infima
- Tests, Neyman–Pearson and Valid P-values
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Derivative and the Mean Value Theorems
- The Exponential Function
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Radon Nikodym Theorem and Lebesgue Decomposition
- The Riemann Integral: Definition and Integrability
- The Topology of Euclidean Space
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
The first example gives crossing population hazards and survival curves with a positive-probability sample pattern whose two logrank contributions cancel, leaving a zero score and positive plug-in variance. The second enumerates a three-assignment design with unequal probabilities, calculates each absolute logrank score and exact p-value, and checks the full superuniform distribution. These examples distinguish an observed score from a survival-law equality claim and distinguish finite Fisher randomization from Gaussian calibration.
3 · Logical flowchart
4 · Definitions, theorems and proofs
None yet.
5 · Examples, counterexamples and false statements
Crossing hazards with a zero observed logrank score
Statement
Use follow-up horizon . Let the event times be mutually independent, with group hazards Let all censoring times be mutually independent and independent of the entire event-time family. In group 1, let each censoring time equal with probability and with probability ; in group 0 let it equal . Observe each subject through and , using the event-censor tie convention in Two-group logrank and weighted logrank scores. Since every , these records lie in . A possible sample has : one event at , two subjects censored at , and one subject censored at . It has : one event at and one subject censored at . Compute the unweighted logrank score, its plug-in variance, and the empirical product-limit curves. Verify that this sample pattern has positive probability and that the population survival curves cross even though the observed score is zero.
Facts & Assumptions
Given: The group hazards, mutually independent event and censoring times with the stated censoring laws, the sample pattern, and the definitions in Two-group logrank and weighted logrank scores and Nelson–Aalen, Kaplan–Meier, and Greenwood estimators.
Two-group logrank and weighted logrank scores: at event time , the score contribution is and the plug-in variance contribution is the displayed risk-set formula; with one failure it is .
Nelson–Aalen, Kaplan–Meier, and Greenwood estimators: in each group, the empirical product-limit estimate is , where is the number at risk and the number of failures at .
Proof
Integrating the hazards gives, for , and ; for , and . On , for . For their ratio is , so they meet at and reverse order after it. Each event-time interval and has positive probability, and the specified censor-time values have positive mass. For every subject required to be censored at , under its group hazard. Mutual independence of all event and censoring times therefore makes the finite intersection defining the sample pattern have positive probability.
At , , so the score contribution is and the plug-in variance contribution is . The two censorings at leave one group-1 subject at risk. At , , so the score contribution is and the plug-in variance contribution is . Hence and , giving standardized score zero. By [F2], for because the only group-1 failure is at ; and for , then for . The censorings contribute no product factors. Thus the empirical curves reverse order at . The cancellation of the score and the crossing population hazards show why this one sample statistic does not establish equality of the survival laws.
An exact logrank randomization p-value with unequal assignment weights
Statement
Fix a follow-up horizon and three subjects. For every allowed assignment , where is the binary group map that treats subject , prescribe the full records for . Thus the subjects have uncensored event times under every assignment, satisfying the full-record sharp null. Exactly one subject is treated. The allowed assignments treat subject 1, 2, or 3, respectively, with probabilities . Predeclare unit weight and the two-sided absolute unweighted logrank score before observing the assignment. Enumerate all scores and inclusive assignment-tail p-values and verify superuniformity under this unequal assignment law.
Facts & Assumptions
Given: The full-record schedule for every and every allowed assignment , the binary group map , horizon , the declared assignment law, and the predeclared unit-weight absolute logrank ordering in Two-group logrank and weighted logrank scores.
Two-group logrank and weighted logrank scores: at each event time, using the binary group map , the score contribution is , the treated event count minus the total event count times the treated fraction of the current risk set. Here at every event time.
The logrank ordering gives a valid Fisher randomization p-value: under a full-record sharp null, the inclusive assignment-tail p-value uses the actual assignment weights and is superuniform.
Finite randomized treatment-assignment models: assignment weights are nonnegative and sum to one on the finite allowed assignment set.
Proof
The prescribed full record for each subject is identical under all three allowed assignments, so the full-record sharp-null hypothesis in [F2] holds. Under the map , the event at time 1 contributes and the later risk sets contain no treated subject, so . Under , time 1 contributes , and time 2 contributes , giving . Under , time 1 contributes , time 2 contributes , and time 3 contributes zero, giving . These are the three distinct scores; their absolute values are .
The inclusive absolute-tail probability at is , at it is , and at it is , because the absolute scores are distinct and the assignment weights are . Therefore the p-value takes with respective probabilities .
Its distribution function is for , for , for , and at . On each interval this is at most , including the endpoints. Thus the exact finite assignment calculation is superuniform under the declared unequal-weight law, as in [F2].