Survival Analysis

Survival Analysis is a branch of statistics focused on the study of time-to-event data, usually called survival times. This type of data appears in a wide range of applications such as failure times in mechanical systems, death times of patients in a clinical trial or duration of unemployment in a population. One of the main objectives of Survival Analysis is the estimation of the so-called survival function and the hazard function. If a random variable has density function $f$ and cumulative distribution function $F$, then its survival function $S$ is $1-F$, and its hazard $λ$ is $f/S$.

<span class="description-source">Source: Gaussian Processes for Survival Analysis </span>

Image: Kvamme et al.