survivor function

Let Y be a random variableMathworldPlanetmath with cumulative probability distribution function FY(y). Then the survivor function S(y) is defined to be:


The random variable Y is often called the survival time.

The survivor function is the probability of survival beyond time Y=y.

Examples. The three most commonly used distribution functionsMathworldPlanetmath for survival time are:

  1. 1.

    exponential distributionMathworldPlanetmath (, with S(y)=exp(-γy).

  2. 2.

    Weibull distributionMathworldPlanetmath, with S(y)=exp(-yγ) using the standard Weibull distribution.

  3. 3.

    extreme-value distribution, with S(y)=exp(-exp(y-αβ)).

Title survivor function
Canonical name SurvivorFunction
Date of creation 2013-03-22 14:27:43
Last modified on 2013-03-22 14:27:43
Owner CWoo (3771)
Last modified by CWoo (3771)
Numerical id 6
Author CWoo (3771)
Entry type Definition
Classification msc 62N99
Classification msc 62P05
Defines survival time