
Lecture 6
Statistical consequences of what
we have learned so far.
Two-sample problems
As we have already mentioned at the beginning of Lecture 3, we are
developing our theory in the following way: the duration of life has a
distribution function F, which is used to determine all the probabilities
in which we are interested. This distribution function, however, is not
known; so we build statistical estimates of F based on the available
data, such as the empirical distribution function
b
F
n
, or other functions
to be discussed later. For example, for the two ages x < x
0
the differ-
ence F(x
0
) −F(x) is the probability P{x ≤ T < x
0
},
P{x ≤ T < x
0
} = F(x
0
) −F