Suppose the random variable T is the length of life of an object (possibly the lifetime of

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Suppose the random variable T is the length of life of an object (possibly the lifetime of an electrical component or of a subject given a particular treatment). The hazard function hr(t) associated with the random variable T is defined by
P(tST <t+ 6T > t) hr(t) = lims-0-

Thus, we can interpret hГ(t) as the rate of change of the probability that the object survives a little past time t, given that the object survives to time t. Show that if T is a continuous random variable, then

Suppose the random variable T is the length of life
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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