2.6 Practice Problems

Problem 2.6.1. A survival time has hazard \(h(t) = 2t\) for \(t \geq 0\). Find \(H\), \(S\), \(f\) and the median.

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Solution. \(H(t) = t^2\), \(S(t) = e^{-t^2}\), \(f(t) = 2te^{-t^2}\). The median solves \(e^{-m^2} = \frac 12\): \(m = \sqrt {\log 2} = 0.833\). (This is a Weibull distribution with \(k = 2\), \(\lambda = 1\).)

Problem 2.6.2. Show that if \(h(t) = \lambda \) for all \(t\) then \(P(T > t + u \mid T > t) = P(T > u)\), and explain what this means for a light bulb.

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Solution. \(S(t + u)/S(t) = e^{-\lambda (t + u)}/e^{-\lambda t} = e^{-\lambda u} = S(u)\). A bulb with a constant hazard that has already burned for \(t\) hours is exactly as likely to last another \(u\) hours as a new one: it does not wear out, and replacing it early gains nothing.

Problem 2.6.3. A component has survival function \(S(t) = (1 + t)^{-2}\) for \(t \geq 0\). Find its hazard, say whether it increases or decreases, and find the mean residual life at \(t = 0\) and \(t = 4\).

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Solution. \(f(t) = 2(1 + t)^{-3}\), so \(h(t) = 2/(1 + t)\), a decreasing hazard. \(\int _t^\infty (1 + u)^{-2}\,du = (1 + t)^{-1}\), so \(m(t) = (1 + t)^{-1}/(1 + t)^{-2} = 1 + t\): the mean residual life is \(1\) when new and \(5\) at age \(4\). Survivors become more reliable, as a decreasing hazard implies.

Problem 2.6.4. Prove that the hazard can be written as \(h(t) = -\frac {d}{dt}\log S(t)\), and use it to find the hazard of the log-logistic survival function \(S(t) = 1/(1 + t^2)\).

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Solution. \(-\frac {d}{dt}\log S = -S'/S = f/S = h\). For \(S = (1 + t^2)^{-1}\), \(\log S = -\log (1 + t^2)\) and \(h(t) = 2t/(1 + t^2)\), which rises to a maximum of \(1\) at \(t = 1\) and then falls: a hump-shaped hazard, typical of, for example, the risk of relapse after some treatments.

Problem 2.6.5. For the exponential distribution with mean \(5\) years, find the probability of surviving \(10\) years, the median, and the \(90\)th percentile of survival time.

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Solution. \(\lambda = 0.2\). \(S(10) = e^{-2} = 0.135\). Median \(\log 2/0.2 = 3.47\) years. The \(90\)th percentile \(t_{0.9}\) has \(S(t_{0.9}) = 0.1\), so \(t_{0.9} = \log 10/0.2 = 11.5\) years.

Problem 2.6.6. In Example 2.4.2, why is the probability of reaching \(80\) higher for a \(60\)-year-old than for a \(30\)-year-old? Express the relation between the two probabilities.

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Solution. The \(30\)-year-old must first survive to \(60\): \[ P(\text {reach } 80 \mid \text {alive at } 30) = P(\text {reach } 60 \mid 30) \times P(\text {reach } 80 \mid 60) = 0.892 \times 0.537 = 0.479 . \] Conditioning on survival to \(60\) removes the risk already passed.

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