CK030 - Survival Functions Flashcards
What does the ‘survival function’ denote?
The probability of being alive up to time t
How is the ‘survival function’ denoted?
S(t)
What does the ‘CDF’ denote?
The probability of dying until time t
How is the ‘CDF’ denoted?
F(t)
What does the ‘PDF’ denote?
The probability of dying in a specific time interval
How is the ‘PDF’ denoted?
f(t)
How are the ‘CDF’ and ‘PDF’ linked?
- PDF is the derivative of CDF
- CDF is the integral of PDF
What does the ‘hazard function’ denote?
The instantaneous risk of an event at time t, GIVEN the event did not occur before time t
How is the ‘hazard function’ denoted?
h(t)
What does the ‘cumulative hazard function’ denote?
The cumulative risk up to time t (so the expected number of events that have occured by time t)
How is the ‘cumulative hazard function’ denoted?
H(t)
What is the ‘median survival’ ?
The time by which half of the subjects will experience the event
What is the ‘mean/average survival’ ?
The expected failure time
What is the ‘Kaplan-Meier estimator’ ?
A non-parametric statistical method used to estimate the survival function from time-to-event data (so censored data!)
What is the ‘Breslow estimator’ ?
Similar to the ‘Kaplan-Meier estimator’, but calculated from the H(t) instead of the S(t)
