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survivor function∗
CWoo†
2013-03-21 17:36:34
Let Y be a random variable with cumulative probability distribution function
FY (y). Then the survivor function S(y) is defined to be:
S(y) = 1 − FY (y) = P (Y ≥ y).
The random variable Y is often called the survival time.
The survivor function is the probability of survival beyond time Y = y.
Examples. The three most commonly used distribution functions for survival time are:
1. exponential distribution, with S(y) = exp(−γy).
2. Weibull distribution, with S(y) = exp(−y γ ) using the standard Weibull
distribution.
y−α
3. extreme-value distribution, with S(y) = exp(− exp(
)).
β
∗ hSurvivorFunctioni created: h2013-03-21i by: hCWooi version: h35981i Privacy setting:
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