Survival Function

The survival function describes the probability that a variate  takes on a value greater than a number  (Evans et al. 2000, p. 6). The survival function is therefore related to a continuous probability density function  by

(1)

so . Similarly, the survival function is related to a discrete probability  by

(2)

The survival function  and distribution function  are related by

(3)

since probability functions are normalized.

REFERENCES:

Evans, M.; Hastings, N.; and Peacock, B. Statistical Distributions, 3rd ed. New York: Wiley, p. 13, 2000.