Find the Probability of time of death occurring after right censoring time

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Hi. I have the following problem I am finding very difficult to solve.

Assume that the lifetime T is an r.v. that follows an exponential distribution with hazard rate a (Note: the hazard rate is the parameter of the exponential distribution) and that the right censoring time C is Uniform(0,b). Suppose that T and C are independent r.v. Find P(T>C).

Any help would be appreciated.
Thanks.
 

Answers and Replies

  • #2
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Hi. I have the following problem I am finding very difficult to solve.

Assume that the lifetime T is an r.v. that follows an exponential distribution with hazard rate a (Note: the hazard rate is the parameter of the exponential distribution) and that the right censoring time C is Uniform(0,b). Suppose that T and C are independent r.v. Find P(T>C).

Any help would be appreciated.
Thanks.
I don't know how experienced you are with censored data. The assumption is that censoring is randomly distributed between comparison groups. If this assumption does not hold, the result can be biased.

The following paper is fairly basic and easy to follow. It mainly discusses the Cox proportional hazard model. If you want something more advanced, I can supply other links.

http://www.amstat.org/sections/SRMS/proceedings/y2002/Files/JSM2002-000406.pdf
 

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