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Cumulative Hazard Function

The cumulative hazard function of an absolutely continuous distribution function F(x) is

H(x)=-lnS(x),

where S(x)=1-F(x)>0 is the survival function. It is related to the hazard function h by

H(x)=int_(-infty)^xh(t)dt

(NIST 1996, p. 8-7).

See also

Distribution Function, Hazard Function, Survival Function

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References

National Institute of Standards and Technology. "Probability Library Functions." Ch. 8 in DATAPLOT Reference Manual, Vol. 2. Sep. 11, 1996. https://www.itl.nist.gov/div898/software/dataplot/refman2/ch8/intro.pdf.

Cite this as:

Weisstein, Eric W. "Cumulative Hazard Function." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/CumulativeHazardFunction.html

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