2.1.3 Survival Functions Flashcards
(4 cards)
1
Q
how is a survival function denoted?
A
S(x)
2
Q
what is the def of a survival function?
A
S(x) = 1- F(x) = 1- P(X<=x) = P(X > x)
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.
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))