Survival Analysis
Overview
Survival analysis is often concerned with analyzing the amount of time for an event to occur. As an example, life expectancy
is a measurement of the amount of time between birth and death.
Survival analysis goes by different names, depending on the field. For example, it is sometimes referred to as
reliability analysis or mortality analysis.
Intuition
Survival analysis analyzes an event that can only occur once. A simple analysis would hypothesize that the
event follows a
Bernoulli distribution.
When the event can occur over a period of time, it is common to subdivide the time interval into subintervals, and
then to assume that the event occuring in any sub interval follows a Bernoulli distribution. When the
number of subintervals increases and the length of each sub interval goes to zero, the result is
survival analysis.
Topics
Inference
