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Cause-specific hazard to cumulative incidence formula (Fj​(t)=∫0t​S(u)hj​(u)du)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Survival analysis Competing risks Competing risks model Cumulative incidence function
2026-10-05  0 By others on same topic  0 Discussions Create my own version
For absolutely continuous first-event time T with event type J, the event-free survivor function satisfies S(t)=exp(−∫0t​∑j​hj​(u)du). The cause-specific hazard definition gives unconditional event-type density S(t)hj​(t), so Fj​(t)=∫0t​S(u)hj​(u)du. Consequently ∑j​Fj​(t)=1−S(t) for exhaustive disjoint causes. Independent latent cause times are unnecessary. Substituting 1−e−∫hj​ instead estimates a hypothetical net risk and generally overstates observed incidence.

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  1. Cumulative incidence function
  2. Competing risks model
  3. Competing risks
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  • Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 207 / 6 / a / Solution

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