We propose a new way of extending the piecewise exponential estimator (PEXE) beyond the last observation, where the original PEXE and the Kaplan-Meier estimator (KME) of the true survival function (SF) are undefined. We propose additional exponential tail to the original PEXE so that the estimate of the true mean by our estimator, which we will call extended-PEXE (EPEXE), and the KME are equal. By simulations, with various survival functions, we have been able to show that EPEXE improves on both the original PEXE and the KME.

Paper presented to the 4th Annual Symposium on Graduate Research and Scholarly Projects (GRASP) held at the Hughes Metropolitan Complex, Wichita State University, April 25, 2008.Research completed at the Department of Mathematics & Statistics, Fairmount College of Liberal Arts and Sciences