Frailty distribution among survivors
= Frailty distribution among survivors
In a <proportional frailty model>, <Bayes theorem> tilts the original density $g(u)$ among subjects surviving to $t$ to
$$
g(u\mid T>t)=\frac{e^{-uH_0(t)}g(u)}{\int_0^\infty e^{-vH_0(t)}g(v)\,dv}.
$$
This survival selection progressively favors smaller frailties.