Survival Analysis
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Survival Analysis is a branch of statistics focused on the study of time-to-event data, usually called survival times. This type of data appears in a wide range of applications such as failure times in mechanical systems, death times of patients in a clinical trial or duration of unemployment in a population. One of the main objectives of Survival Analysis is the estimation of the so-called survival function and the hazard function. If a random variable has density function $f$ and cumulative distribution function $F$, then its survival function $S$ is $1-F$, and its hazard $λ$ is $f/S$.
Source: Gaussian Processes for Survival Analysis
Image: Kvamme et al.
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