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Distribution Function Relationship Table

• The table below shows expressions that can be used to move between the probability functions

• This table WILL be helpful in completing the course

| |$F(t)$ |$f(t)$ |$S(t)$ |$h(t)$ | $H(t)$| |------|-------------------------|------------------------------------|---------------------- |-------------------------------------|-------| |$F(t)$| |$\displaystyle\int_0^uf(u)du$ |$1-S(t)$ |$\displaystyle1-\exp\left[-\int_0^u h(u)du\right]$|$\displaystyle1-\exp\left[-H(t)\right]$| |$f(t)$|$\displaystyle\frac{d}{dt}F(t)$ | |$\displaystyle-\frac{d}{dt}S(t)$|$\displaystyle h(t)\cdot\exp\left[-\int_0^u h(u)du\right]$ |$\displaystyle-\frac{dH(t)/dt}{\exp[H(t)]}$ | |$S(t)$|$1-F(t)$ |$\displaystyle\int_t^{\infty}f(u)du$ | |$\displaystyle\exp\left[-\int_0^u h(u)du\right]$ |$\displaystyle\exp[-H(t)]$| |$h(t)$|$\displaystyle\frac{dF(t)/dt}{1-F(t)}$|$\displaystyle\frac{f(t)}{\int_t^{\infty}f(u)du}$|$\displaystyle-\frac{d}{dt}\ln S(t)$| |$\displaystyle\frac{d}{dt}H(t)$| |$H(t)$|$\displaystyle-\ln[1-F(t)]$ | $\displaystyle-\ln\left[\int_t^{\infty}f(u)du\right]$ |$\displaystyle-\ln[S(t)]$ |$\displaystyle\int_0^t h(u)du$ | | - Steps to use the table

1) Identify the function that you know and locate the column in the table corresponding to that function

2) Move down the column you identified in step 1) until you intercept the row corresponding to the function that you want to find

3) The expression found in that cell represents the transofromation that should be applied to arrive at the desired result

• Example

  • The exponential distribution has a constant hazard function, often expressed as $h(t) = \lambda$

  • Suppose we want to find the form of the exponential survival function $S(t)$

  • To find the transformation we would locate the $h(t)$ column (column 5) and trace down that column to locate the cell in the $S(t)$ row (row 4)

  • This cell contains the expression $$\displaystyle\exp\left[-\int_0^u h(u)du\right]$$

  • Applying this transformation reveals that for $T \sim EXP(\lambda)$ $$S(t)=e^{-\lambda t}$$

teachingApps documentation built on July 1, 2020, 5:58 p.m.