2.1.3 Survival Functions Flashcards

(4 cards)

1
Q

how is a survival function denoted?

A

S(x)

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2
Q

what is the def of a survival function?

A

S(x) = 1- F(x) = 1- P(X<=x) = P(X > x)

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3
Q

what does a survival function tell you conceputally?

A

The survival function S(x) tells you the probability that the event happens after the value x.

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4
Q

what is the relationship within a pdf and it’s survival function?

A

f(x) = d/dx(F(x)) = d/dx[1-S(x)] = -d/dx(S(x))

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