Simulating Hazard Functions

Overview


the hazard function specifies the probability of the death event ocurring at a particular point in time. However, it necessary must apply over an interval of time.
{% Prob \approx h(t) \Delta t %}

Intuition



let rand = Math.random();

let delta = 0.1;
let h = t=>0.01;

let t=1;
let death=0;
if(rand < h(t) * delta) death=1;
Try it!

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