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Parametric survival and reliability — Examples
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Areas of Elementary Plane Figures
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Variation and the Riemann–Stieltjes Integral
- Compactness
- Compactness in Metric Spaces
- Complete Metrizability, Čech-Completeness, and Baire Category
- Completeness, Completion, and Uniform Continuity
- Conditional Distributions and Regular Conditional Probability
- Conditional Expectation
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Domination and Likelihood Ratios
- Event observation, censoring, truncation
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Foundations of the Real Numbers for Analysis
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Independence Borel Cantelli and Zero One Laws
- Infinite Product Measures and Kolmogorov Extension
- Lebesgue Measure on Euclidean Space
- Lebesgue-Stieltjes Measures and Distribution Functions
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Markov Kernels and Markov Chains
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Parametric survival and reliability
- Pointwise Extended-Real Function Products
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Probability Spaces Random Variables and Expectation
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Signed and Complex Measures Hahn and Jordan
- Simple Field Extensions and the Construction of the Complex Numbers
- Standard-Borel Real Codings and Determining Classes
- Statistical Experiments, Models and Identifiability
- Subspaces, Products, and Quotients
- Suprema and Infima
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Derivative and the Mean Value Theorems
- The Exponential Function
- The Integral Logarithm and the Equivalence of Its Characterisations
- The Lebesgue and Riemann Integrals Compared
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Radon Nikodym Theorem and Lebesgue Decomposition
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Topology of Euclidean Space
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
The examples compare constant exponential and increasing Weibull hazards, work the finite-atom survival product, and calculate an exponential likelihood from event and censored exposure times. A second calculation separates the no-failure, positive-exposure boundary supremum from a zero-exposure data set, where the likelihood is constant. These are model calculations, not evidence that a physical failure process follows either parametric family or censoring assumption.
3 · Logical flowchart
4 · Definitions, theorems and proofs
None yet.
5 · Examples, counterexamples and false statements
Exponential and Weibull hazards with right-censored exposure
Example
Compare an exponential lifetime with rate and a Weibull lifetime with shape and scale . For right-censored exponential data, assume the three event times are iid and use fixed censoring times with observed records . The resulting subject pairs are iid because the censoring time is deterministic. The two exact event times are density observations under the continuous model, not point events of positive probability.
Facts & Assumptions
Given: Countable Choice, the exponential and Weibull families above, iid event times for the likelihood calculation, an atomic lifetime law , for the jump calculation, and the fixed censoring design and right-censored records in the Example.
Exponential and Weibull densities, survivals, and density hazards are as stated. Exponential and Weibull survival specifications define probability laws
At an atom , ; for finite atomic support the survival values are the corresponding finite product. Survival jumps multiply by one minus the atomic hazard
Under the iid, independent, parameter-distinct and common-domination hypotheses of Right-censored exponential likelihood and its boundary maximum, fix a censor parameter . The likelihood is , where . If , it is proportional in to , with unique maximum when . If , it is zero for every .
A likelihood is an explicitly chosen density version and is defined only up to reference-measure null sets; it is not the point probability of an exact continuous observation. Likelihood densities
The censoring law is the point mass , dominated by with density , and it has no event-rate parameter. Fixed censoring is independent of the event time. Event-time observation, censoring, and truncation schemes, The measure with density relative to
A single-lifetime survival curve describes a nonrepairable unit; repeated failures of a repaired system require a recurrent-event model. Parametric survival and reliability models
Countable Choice is used by the family, jump and likelihood results [F1]–[F3]. The Axiom of Countable Choice ()
Verification
For , [F1] gives constant hazard ; its integral is , and the family survival is . For , the density hazard is , which is increasing on , and .
In the two-point lifetime law, and . Thus the jump-product formula gives and , matching the probabilities and .
For the fixed censoring design, and , so the full censor-only factor is . The finite Borel dominator and its specified density satisfy [F3]'s domination hypotheses, while the iid event times and fixed censoring give iid independent subject pairs. Therefore , , and [F3] gives with unique maximum .
The single-lifetime hazards above do not summarize repeated failures after repair.
The event observations at and are evaluated through their Lebesgue density values. Accordingly, [F4] makes the likelihood a density evaluation, not the point probability of observing either exact time.
Earlier steps 1.1, 1.2, 1.3, 1.4, and 2.1 verify the continuous hazard, atomic jump, censored exposure calculation, recurrent-event qualification, and density interpretation under their stated models.
No observed failures with positive versus zero exposure
Example
Assume Countable Choice.
Compare two right-censored exponential samples with no observed failures. In each scenario, assume the two event times are iid . In the first, two subjects are followed until fixed censoring time and both are censored there. In the second, both subjects are censored immediately at time . The deterministic censoring times make the subject pairs iid in each sample. Here is the common event-rate parameter in both samples.
Facts & Assumptions
Given: Right-censored records use and ; in each scenario the two event times are iid and the censoring time is fixed and independent of the event times.
For and , the event likelihood factor is . If , its supremum occurs as and is not attained for ; if , it is constant. The boundary is not a proper exponential law on finite event times. Right-censored exponential likelihood and its boundary maximum
An exponential event time has . Exponential and Weibull survival specifications define probability laws
The two censoring designs form the family for , dominated by the fixed finite measure with specified density ; in particular . In scenario one , and in scenario two . Event-time observation, censoring, and truncation schemes, The measure with density relative to
Countable Choice is inherited from the exponential-law supplier [F2] and the likelihood supplier [F1]. The Axiom of Countable Choice ()
Verification
In scenario one the records are for both subjects, so , , and . By [F1], the event likelihood factor is , whose supremum is approached only as .
In scenario two, [F2] gives almost surely, while . Thus and almost surely for both subjects, so , , and . By [F1], the event likelihood factor is for every .
The value is only a formal likelihood boundary for the finite-time exponential model; including it as an actual law requires an extended event-time model that admits .
These samples have the same failure count but different likelihood maximizers: positive exposure gives only a boundary supremum, whereas zero exposure gives every positive rate as a maximizer. Thus the no-failure boundary claim requires , in agreement with the full case distinction in [F1].
Earlier steps 1.1, 1.2, and 1.3 establish the two boundary cases and the required positive exposure condition.
Sources
- NIST/SEMATECH Engineering Statistics Handbook, Chapter 8, §§8.1.2 and 8.4.1.2, PDF pp. 12–17 and 159–161
- Lu Tian, STAT331 Unit 2: Likelihood Construction, Inference for Parametric Survival Distributions, §2.2, PDF pp. 5–7
- NIST/SEMATECH Engineering Statistics Handbook, Chapter 8, §8.4.1.2, PDF pp. 159–161
- Lu Tian, STAT331 Unit 2: Likelihood Construction, Inference for Parametric Survival Distributions, §2.2, PDF pp. 5–6