Question: Let T1, T2 be independent random variables with hazard functions h1(t) and h2(t), respectively. (i) Show that the variable with the hazard function h(t) =

Let T1, T2 be independent random variables with hazard functions h1(t) and h2(t), respectively. (i) Show that the variable with the hazard function h(t) = h1(t) + h2(t)

has the same distribution as min(T1, T2). (ii) Express P(T1 < T2) through h1 and h2.

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