Survival function

The survival function $𝑆 : ℝ \to [0, 1]$ of a real random variable $𝑇$ is defined by #m/def/prob

𝑆 (𝑡) = ℙ (𝑇 > 𝑡) = 1 - 𝐹 𝑇 (𝑡)

It may be thought of as “the probability of survival beyond time $𝑡$ ” when the random variable represents a time.

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