Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2003/iii/paper-40/1/a/solution

For and , the exponential distribution has probability density function . Integrating the probability density function gives the survivor function . The hazard function divides instantaneous failure density by the probability of having survived, and the integrated hazard accumulates this rate. Thus
The probability density function is zero for , and the survivor function is one there.

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