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survivor function (Definition)

Let $Y$ be a random variable with cumulative probability distribution function $F_Y(y)$ Then the survivor function $S(y)$ is defined to be: $$S(y) = 1 - F_Y(y) = P(Y\geq y).$$ 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 $S(y)=\exp(-\gamma y).$
  2. Weibull distribution, with $S(y)=\exp(-y^{\gamma})$ using the standard Weibull distribution.
  3. extreme-value distribution, with $S(y)=\exp(-\exp(\displaystyle{\frac{y-\alpha}{\beta}})).$




"survivor function" is owned by CWoo.
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Also defines:  survival time
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Cross-references: Weibull distribution, distribution functions, probability distribution function, random variable
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This is version 3 of survivor function, born on 2004-07-02, modified 2007-12-18.
Object id is 5981, canonical name is SurvivorFunction.
Accessed 5204 times total.

Classification:
AMS MSC62N99 (Statistics :: Survival analysis and censored data :: Miscellaneous)
 62P05 (Statistics :: Applications :: Applications to actuarial sciences and financial mathematics)

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