Statistical methods for astronomical data with upper limits. I - Univariate distributions

Abstract

The statistical treatment of univariate censored data is discussed. A heuristic derivation of the Kaplan-Meier maximum-likelihood estimator from first principles is presented which results in an expression amenable to analytic error analysis. Methods for comparing two or more censored samples are given along with simple computational examples, stressing the fact that most astronomical problems involve upper limits while the standard mathematical methods require lower limits. The application of univariate survival analysis to six data sets in the recent astrophysical literature is described, and various aspects of the use of survival analysis in astronomy, such as the limitations of various two-sample tests and the role of parametric modelling, are discussed.