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Date: 15-4-2021
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Date: 26-2-2021
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The survival function describes the probability that a variate takes on a value greater than a number (Evans et al. 2000, p. 6). The survival function is therefore related to a continuous probability density function by
(1) |
so . Similarly, the survival function is related to a discrete probability by
(2) |
The survival function and distribution function are related by
(3) |
since probability functions are normalized.
REFERENCES:
Evans, M.; Hastings, N.; and Peacock, B. Statistical Distributions, 3rd ed. New York: Wiley, p. 13, 2000.
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