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Survival analysis models time to event data, typically time to death or failure time. Censored data are a common problem for survival analyses.

0 votes
1 answer
40 views

Likelihood for aggregated survival data?

Most literature on survival models assumes that the data is either a collection of individual survival times or right-censored individual survival times (so you know when some subjects failed but for others … Survival (%) 0 . 100 1 . 95 2 . 93 3 . 87 Essentially, just an empirical survival function. Edit: The total number of subjects $n$ is also known. …
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1 vote
0 answers
71 views

Predicting survival probability at a future time for proportional hazard model

I am interested in predicting the probability of survival until some future time $t$ given knowledge of $x(t)$ for all future $t\geq s$ (but not past $t<s$). … But, it seems like I should still be able to get $Pr(T > t | t > s)$ without ever having to calculate the survival function, since I know all future values of the hazard function. …
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  • 225
1 vote
1 answer
104 views

Conditional survival probability up to time $T$ given $t > s$

Given a survival model that has CDF $F(t) = \mathbb{P}(\text{failure before}\ t)$ I would like to calculate $\mathbb{P}(t < T\ |\ t > s)$ Is it 1) $\mathbb{P}(t < T\ |\ t > s) = \frac{F(T)}{1-F(s)} …
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  • 225
3 votes
0 answers
753 views

Posterior distribution for Weibull scale parameter with censored data

I am modeling a survival problem using a Weibull distribution with known shape parameter $k$ and unknown scale parameter $\theta$. …
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