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Mean accumulated hazard before fixed censoring (EH(min(T,c))=P(T≤c))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Survival analysis Survival function Hazard function Cumulative hazard function
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For a nonnegative continuous event time with survival function S, hazard function h and H the cumulative hazard, split the expectation at c. The censored contribution is S(c)H(c). The event contribution is ∫0c​H(t)f(t)dt=1−S(c)−S(c)H(c) by integration by parts, since dH=hdt and f=hS. Adding gives the displayed identity. Linearity extends it to the expected observed event count in a cohort, without requiring independence between subjects.

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  1. Cumulative hazard function
  2. Hazard function
  3. Survival function
  4. Survival analysis
  5. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 38 / 2 / b / iii / Solution

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