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 hr(t) = lims-o- P(t ≤T t) 8 Thus, we can interpret hr(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 hr(t) - fr(t) 1- Fr(t) = d dt log (1 - Fr(t)).

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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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
hr(t) = lims-o-
P(t ≤ T <t+8|T ≥ t)
8
Thus, we can interpret hr(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
hr(t)
-
fr(t)
d
1 - Fr(t) dt
——
log (1 - Fr(t)).
Transcribed Image Text: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 hr(t) = lims-o- P(t ≤ T <t+8|T ≥ t) 8 Thus, we can interpret hr(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 hr(t) - fr(t) d 1 - Fr(t) dt —— log (1 - Fr(t)).
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