The name is absent

20

2. Cumulative distribution function (cdf),
t

F(t) = P[T<t∖ = I f(s)ds.                     (2.6)

о

A cumulative distribution function is a cumulative function of pdf.

3. Survival function,

∞

S(t) = P[T>t] = l- F(t) = J f(s)ds.                (2.7)

t

A survival function S(t) indicates the probability that a person survives longer
than some specified time t. The range of a survival function is from 0 to 1. A survival
function is a monotone function by time.

4. Hazard function,

X(f_j = Hm ɪp [t < T < t + Δi∣T > t] = ⅛4.

' ^, Δt→o∆f ^l -  -     ∣-J

A hazard function or hazard rate indicates instantaneous death rate at time t,
given alive up to t.

5. Cumulative hazard function,

t

Λ(i) = ʃ λ(s)ds = —Zn(S(f)).
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