Intro to Statistical Learning (2nd Ed), Solution to Problem 11.8c
Q11.8c:
Recall that the survival function S(t) , the hazard function h(t) , and the density function f(t) are defined in (11.2), (11.9), and (11.11), respectively. Furthermore, define F(t)=1−S(t) . Show that the following relationships hold:
f(t)S(t)=dF(t)/dt=exp(−∫t0h(u) du)
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