Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/iii/paper-44/1/a/solution

The paper uses for the survivor function, rather than for the cumulative distribution function. For a nonnegative survival time with an absolutely continuous probability distribution, define
Where , the hazard function is the instantaneous event rate conditional on survival:
The integrated hazard is . Since , integration gives . With the usual time origin and no event at zero, , so
Conversely, differentiating gives , so these relationships determine each of the survivor function, hazard function and integrated hazard from either of the others. A positive limiting survivor function is possible if the integrated hazard remains finite; a proper finite event time instead has .

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