Suppose event or survival times T are recorded in continuous time.

Then the density

f (t)

of these time defines the probability that an event occurs in the interval

(t , t+ dt) ,

f (t)= lim Pr (t T t+ dt)/dt

dt 0

With cumulative density

t

F ( t )= f ( u ) du
0

From this density the information contained in duration times can be represented in
two different ways. The first involves the chance of surviving until at least time
(or not undergoing the event before duration

t , namely

S (t)=Pr(Tt )=1F (t)

t

f ( u ) du
0

The other way of representing the information involves the hazard rate, measuring
the intensity of the event as a function of time,

H (t)=f (t )/S (t)

(t , t+ dt)

And in probability term, the chance of an event in the interval

given
t

survival until

t . From

h(t ) is obtained the cumulative hazard

and one may also write the survivor function as

H (t )= h ( u ) du ,
0

S (t)=exp(H (t)).

As an example of a parameterized form of time dependence, we may consider the

Weibull distribution for durations

W ( , ) , where

and

are scale and

shape parameters, respectively (Kim and Ibrahim, 2000). The Weibull hazard is
defined as

H (t) t 1
With survival function

S ( t )=exp ( t )
And density

f ( t )= t

exp( t )

The Weibull hazard is monotonically increasing or decreasing in time according to

whether

>1 or

<1 . The value

durations with parameter

=1

leads to exponentially distributed

Peter Congdon.2007. Applied Bayesian Modelling.West Sussex PO19 8SQ,England