Negative log-scale counterexample to proportional hazards

ID: negative-log-scale-counterexample-to-proportional-hazards

For , with unit exponential distribution and , the survivor functions are for . These are time-scaled Fréchet distributions, so they form an accelerated life family. However their hazard ratio is , tending to zero as and to one as . It is not constant. Thus a positive-scale assumption matters when deriving a proportional hazards family from the usual log-location-scale model.

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