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CDF of T
it follows that
Moment of T
Median of T
e[ x ]
Uniform
Exponential
Gompertz
Makeham
Weibull
Others
Gompertz
Hazard Rate is defined as
x 0, B > 0, c > 1
SDF is given by
PDF is given by
Makeham Distribution
Weibull
(x) = k xn, x 0, k > 0, n > 0
the probability that the age at death will exceed x+n, given that it
does exceed x.
truncation only from below did not affect the HRF, truncation
from above does (since the truncated HRF is a function of z).
p i
S (i 1)
S(i)
And S(10) = p 0 p 1 . p 9
In general S(t) = p 0 p 1 . p t 1
Linear Transformation
Since Sx(x) decreases from 1 to 0, then ln Sx(x) decreases from 0 to , and the transformed variable y = g(x) = -lnSx(x) increases from 0
to .
if z = Sx(x), then Z has a standard uniform distribution.
A rough approximation
The life table is a table of numerical values of S(x) for certain values of x.
Typically a complete life table shows values of S(x) for all integral
values of x, x = 0, I ,.. .. Since S(x) is represented by these values, it is
clear that a practical upper limit on x must be adopted beyond which
values of S(x) are taken to be zero.
Bivariate
Can calculate
for integer x, n
Moment of T
Conditional Probability
Central Rate
Integrating by part
=
, the limit of the Riemann sum
gives the aggregate number of years lived between ages x
and x+ I by the lx persons who comprised the group at age x.
This quantity is measured in units of life-years, and is called
exposure, since it is a measure of the extent to which the
group is exposed to the risk of dying
Uniform distribution
Balducci assumption
Hyperbolic form