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Negative log-scale counterexample to proportional hazards

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Survival analysis Accelerated failure time model Accelerated life family
2026-10-07  0 By others on same topic  0 Discussions Create my own version
For logTz​=bz−X, with eX unit exponential distribution and b=log2, the survivor functions are Sz​(t)=1−e−2z/t for t>0. These are time-scaled Fréchet distributions, so they form an accelerated life family. However their hazard ratio is 2/(e1/t+1), tending to zero as t↓0 and to one as t→∞. It is not constant. Thus a positive-scale assumption matters when deriving a proportional hazards family from the usual log-location-scale model.

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  • Past exam of the mathematics course of the University of Cambridge / 2012 / iii / Paper 41 / 3 / Solution

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