Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/iii/paper-207/6/a/solution

For a nonnegative continuous event time , the survivor function is , and its probability density function is
The hazard function is the instantaneous event rate conditional on being event-free at that time:
If the event is certain to occur in finite time, the density is proper: , so . Since and , the cumulative hazard function is . Therefore a certain eventual event requires unbounded integrated hazard:
If the lifetime has a finite upper endpoint, the same divergence occurs as that endpoint is approached, and is interpreted as infinite beyond it.

New to topics? Read the docs here!