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Frailty distribution among survivors

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Survival analysis Frailty model Proportional frailty model
2026-09-28  0 By others on same topic  0 Discussions Create my own version
In a proportional frailty model, Bayes theorem tilts the original density g(u) among subjects surviving to t to
g(u∣T>t)=∫0∞​e−vH0​(t)g(v)dve−uH0​(t)g(u)​.
(1)
This survival selection progressively favors smaller frailties.
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    • Population hazard under exponential frailty Frailty distribution among survivors

Population hazard under exponential frailty

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Frailty distribution among survivors
For unit-rate exponential distribution frailty, the population survival and hazard in a proportional frailty model are
S(t)=1+H0​(t)1​,h(t)=1+H0​(t)h0​(t)​.
(1)
The surviving frailty distribution is exponential with rate 1+H0​(t).

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  • Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 207 / 6 / b / Solution

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