Nelson-Aalen estimator

The Nelson-Aalen estimator is a statistical tool used to estimate the cumulative risk or probability that a specific event, like failure or death, occurs over time based on observed data. It works by summing up small risk contributions at each observed time when the event happens, adjusted for the number of individuals still at risk just before each event. This approach provides a way to understand how risk accumulates over the study period, especially useful when analyzing time-to-event data, such as survival times or equipment failures.