I started working with the Gumbel distribution and fit it to the lung dataset to try it out. I then compared it with the survival curve using the Weibull distribution, which provides the best fit per goodness-of-fit tests and also hews closely to the Kaplan-Meier plot as shown below.

When averaging the death rate in the lung data (status = 2 is death; all status 2's divided by a total of 228 elements in lung data) the death rate is 72.4%. This compares to a death rate for Gumbel fit of 72.7% (see death_rate_Gumbel in below code) and a death rate for Weibull fit of 63.2% (see death_rate_Weibull below). Shouldn't the Weibull death rate be close to the actual death rate for lung dataset? What am I doing wrong, or misinterpreting?

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time <- seq(0, 1022, by = 1)

# Gumbel distribution
deathTime <- lung$time[lung$status == 2]
scale_est <- (sd(deathTime)*sqrt(6))/pi
loc_est <- mean(deathTime) + 0.5772157*scale_est
fitGum <- fitdistrplus::fitdist(deathTime, "gumbel",start=list(a = loc_est, b = scale_est)) 
survGum <- 1-evd::pgumbel(time, fitGum$estimate[1], fitGum$estimate[2])

# Weibull distribution
survWeib <- function(time, survregCoefs) {exp(-(time / exp(survregCoefs[1]))^exp(-survregCoefs[2]))}
fitWeib <- survreg(Surv(time, status) ~ 1, data = lung, dist = "weibull")

# plot all
plot(time,survGum,type="n",xlab="Time",ylab="Survival Probability", main="Lung Survival")
lines(survGum, type = "l", col = "red", lwd = 3) # plot Gumbel
lines(survWeib(time, fitWeib$icoef),type = "l",col = "blue",lwd = 3) # plot Weibull
lines(survfit(Surv(time, status) ~ 1, data = lung), col = "black", lwd = 1) # plot K-M
legend("topright",legend = c("Gumbel","Weibull","Kaplan-Meier"),col = c("red", "blue","black"),lwd = c(3,3,1),bty = "n")

# death rates
death_rate_Weibull <- 1-mean(survWeib(time, fitWeib$icoef))
death_rate_Gumbel <- 1-mean(survGum)
  • 2
    $\begingroup$ Death rates calculated the way you did are essentially uninterpretable when there are censored event times. That's why there's survival modeling that takes censoring into account. Try something more reliable like the estimated median survival time or the survival fraction at time = 500, compared against what the Kaplan-Meier curve shows. $\endgroup$
    – EdM
    May 26 at 21:59

1 Answer 1


Putting the EdM comment into code, here are three options for estimating median survival/death rates:

  1. Use the standard parameterization for Weibull of $λ(ln2)(1/α)$ with scale parameter $λ$ and shape parameter $α$ per the answer provided in Why am I not able to correctly calculate the median survival time for the Weibull distribution?
  2. Use quantiles
  3. Use the survival fraction at time $X$


median_surv <- exp(fitWeib$icoef[1])*(log(2))^(1/exp(fitWeib$icoef[2]))
death_rate_Weib <- 1-median_surv/max(lung$time)

# median survival times
median_surv_Weib <- qweibull(0.5, shape = exp(fitWeib$icoef[2]), scale = exp(fitWeib$icoef[1]))
# median death rates
death_rate_Weib <- 1 - median_surv_Weib/max(lung$time)

# median survival percentage
surv_rate_Weib <- survWeib(max(lung$time)/2, fitWeib$icoef)
surv_rate_Gumb <- 1-evd::pgumbel(max(lung$time)/2, fitGum$estimate[1], fitGum$estimate[2])
# median death percentage
death_rate_Weib <- 1-surv_rate_Weib
death_rate_Gumb <- 1-surv_rate_Gumb

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