Simulating Survival Functions

Overview


Intuition


{% t = S^{-1}(Probability) %}

Example


This example demonstrates a simple survival function. In this case, the event occurs with equal probability between times 0 and 2, and is guaranteed to occur. Then the inverse function is
{% S^{-1}(x) = 2 \times x %} 

let inv = val=>2*val;

let value = Math.random();
let time = inv(value);
Try it!

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