Survival Analysis Using SAS®: A Practical Guide

Describing Survival Distributions

All of the standard approaches to survival analysis are probabilistic or stochastic. That is, the times at which events occur are assumed to be realizations of some random process. It follows that T, the event time for some particular individual, is a random variable having a probability distribution. There are many different models for survival data, and what often distinguishes one model from another is the probability distribution for T. Before looking at these different models, you need to understand the three different ways of describing probability distributions.

Cumulative Distribution Function

One way that works for all random variables is the cumulative distribution function, or c.d.f. The c.d.f. of ...