The survival function, also called the survivor function, describes the probability that a variate 
takes on a value greater than a
real number 
(Evans et al. 2000, p. 6). When 
has a probability
density function 
,
its survival function is
 |
(1)
|
For a discrete random variable with probability mass function 
, the corresponding expression
is
 |
(2)
|
where the sum runs over the possible values 
of 
.
The survival function 
and distribution function 
are related by
 |
(3)
|
since these complementary events exhaust the probability space.
