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Suppose $T\ge 0$ has an absolutely continuous probability distribution, with survival function $S(0)=1$. On an interval where $S(t)>0$, its cumulative hazard isHere $h$ is the hazard function; its integral is dimensionless because the units of rate and time cancel. The identity follows by integrating the derivative of $\log S$, so mere continuity of the survival function is not enough: the absolute continuity assumption supplies a probability density function. If $S$ reaches zero, interpret $-\log S$ as $+\infty$. The normalization $S(0)=1$ also matters; an initial probability mass at zero would require an initial term $-\log S(0)$.

Accumulating hazard functions adds on the $H$ scale and multiplies survival factors on the $S$ scale. For $S(a)>0$ and $b>a$,For instance, a cumulative hazard increment of $2$ gives event probability $1-e^{-2}\approx 0.864665$, rather than a probability of $2$. With $h(t)=0.2$ per year, $H(5)=1$ and $S(5)=e^{-1}\approx 0.367879$. With the increasing hazard function $h(t)=0.04t$ per year when $t$ is expressed in years, $H(t)=0.02t^2$, so $H(5)=0.5$ gives $S(5)=e^{-0.5}\approx 0.606531$. Its coefficient has units of inverse years squared.

The constant hazard function produces an exponential distribution; the increasing example is a Weibull distribution. Their survival functions both decrease, although one hazard function stays constant and the other increases. At year ten both have $H(10)=2$ and $S(10)=e^{-2}$ despite different earlier histories. The accumulation identity is described in Lu Tian's Stanford notes, Section 1.1.

For a discrete hazard $q_j$ at each possible event time $t_j$, the exact counterpart is $S(t)={\prod }_{t_j\le t}(1-q_j)$. Taking its negative logarithm sums $-\log (1-q_j)$, rather than $q_j$. Therefore exponentiating a Nelson–Aalen estimator does not give exactly the Kaplan–Meier estimator; small-jump comparison of cumulative hazard estimators quantifies the difference.

Put $u_m=d_m/r_m$. The Taylor series of the logarithm gives the small-jump comparison of cumulative hazard estimators:Consequently, if ${\max }_m{u}_m\le \epsilon <1$, the two integrated hazard estimates obeyThey are close when every event fraction is small. In particular, with distinct single failures and large risk sets, $u_m=1/r_m$ is small. With tied data, large risk sets alone are insufficient if a substantial fraction of the risk set fails together.