Counting-process intensity in survival analysis
= Counting-process intensity in survival analysis
{title2=$\mathbb E(dN_i\mid\mathcal H_{t-})=Y_i h_i\,dt$}
An observed event <counting process> has conditional increment $\mathbb E(dN_i(t)\mid\mathcal H_{t-})=Y_i(t)h_i(t)\,dt$, where $Y_i$ is the <at-risk process>. The <filtration> records the past observed events, censoring, and <covariates>; the integral of $Y_i h_i$ is the <compensator of a counting process>.