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survival function: Information and Much More from Answers.com

The survival function, also known as a survivor function or reliability function, is a property of any random variable that maps a set of events, usually associated with mortality or failure of some system, onto time. It captures the probability that the system will survive beyond a specified time. The term reliability function is common in engineering while the term survival function is used in a broader range of applications, including human mortality.

Definition

Let X be a continuous random variable with cumulative distribution function F(t) on the interval [0,∞). Its survival-, or reliability-function is:

R(t) = P(\{T > t\}) = \int_t^{\infty} f(u)\,du = 1-F(t).

Properties

Every survival function R(t) is monotone decreasing, i.e. R(u) < R(t) for u > t

The time, t = 0, represents some origin, typically the beginning of a study or the start of operation of some system. R(0) is commonly unity but can be less to represent the probability that the system fails immediately upon operation.

See also

Statistics
Descriptive statistics Mean (Arithmetic, Geometric) - Median - Mode - Power - Variance - Standard deviation
Inferential statistics Hypothesis testing - Significance - Null hypothesis/Alternate hypothesis - Error - Z-test - Student's t-test - Maximum likelihood - Standard score/Z score - P-value - Analysis of variance
Survival analysis Survival function - Kaplan-Meier - Logrank test - Failure rate - Proportional hazards models
Probability distributions Normal (bell curve) - Poisson - Bernoulli
Correlation Confounding variable - Pearson product-moment correlation coefficient - Rank correlation (Spearman's rank correlation coefficient, Kendall tau rank correlation coefficient)
Regression analysis Linear regression - Nonlinear regression - Logistic regression

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