Basic Principles of Survival Analysis

Abstract

Survival analysis methods depend on the survival distribution, and two key ways of specifying it are the survival functionsurvival functionand the hazard functionhazard function. The survival function defines the probability of surviving up to a point t. Formally, S(t)=pr(T>t),0 t),\begin{array}{cc} &0 < t < \infty \end{array} }$$This function takes the value 1 at time 0, decreases (or remains constant) over time, and of course never drops below 0. As defined here it is right continuous.