Simulating Hazard Functions

Overview

The hazard function specifies the probability of the death event occurring at a particular point in time.
{% Prob \approx h(t) \Delta t %}

Implementation


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!