Appendix G
Survival Analysis – An Introduction
(Sources: Greene [1], Cameron and Trivedi [2], and Le [3])
Suppose that the random variable 
has a continuous probability distribution 
, where 
is a realization of 
. The cumulative probability is
(G.1) 
We will usually be more interested in the probability that the spell is of length at least 
, which is given by the survival function
(G.2) 
Consider the question: ‘Given that the spell has lasted until time 
, what is the probability that it will end in the next short interval of time, say 
?’ This is
(G.3)
A useful function for characterizing this aspect ...
