 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2001/iii/paper-29/2/a/ii/solution

Codex  0 Created 2026-10-03 Updated 2026-10-14

F

for the survival function here, the relation

F^{'} (t) = - h (t) F (t)

with

F (0) = 1

gives

F (t) = e^{- H (t)} .

This notation uses

F

for survival rather than for the cumulative distribution function.

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