Mathematical tools for hazard function analysis
Mathematical tools for hazard function analysis
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DOI：
10.1016/s0022-2496(03)00063-4
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发表时间：
2003-10-01
影响因子：
1.8
通讯作者：
Chechile, RA
中科院分区：
文献类型：
--
作者：
Chechile, RA
风险函数是对在给定点发生的事件的风险的表征，条件是事件尚未发生。数学分析是了解危险函数的关键特征的首选方法。对于连续和离散的概率分布，定理提供，使危险函数的关键功能被确定。还描述了用于从危险函数获得潜在概率分布的方法。随机过程的混合，随机变量的卷积，和析取/合取系统的风险函数分析的背景下进行了讨论。(C)2003年爱思唯尔公司All rights reserved.
A hazard function is a characterization of the risk of an event occurring at a given point, conditionalized by the fact that the event has not already occurred. A mathematical analysis is the preferred means for learning about the critical features of the hazard function. For both continuous and discrete probability distributions, theorems are provided that enable the critical features of the hazard function to be ascertained. Methods are also described for obtaining the underlying probability distribution from the hazard function. The mixture of stochastic processes, the convolution of random variables, and disjunctive/conjunctive systems are discussed in the context of hazard function analysis. (C) 2003 Elsevier Inc. All rights reserved.