The name of the process underlying distributons with a hazard rate

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    Hazard Process Rate
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Discussion Overview

The discussion revolves around identifying the stochastic process that underlies distributions characterized by a hazard rate, which may be constant or variable. Participants explore the relationship between hazard rates and different probability distributions, touching on concepts related to failure rate analysis and random point processes.

Discussion Character

  • Debate/contested
  • Technical explanation

Main Points Raised

  • Some participants note that in the exponential distribution, the hazard rate is constant, while others argue that it can also be a function of time, leading to different distributions.
  • One participant asserts that different distributions have different hazard rates, while another counters that different hazard rate functions correspond to different distributions.
  • A participant mentions that the process underlying probability distributions with a time-dependent hazard rate is called a random point process.
  • Another participant refers to the term "failure rate analysis" as a relevant concept in this context.
  • There is a suggestion that the ongoing debate centers around the order of the probability density function (pdf) and cumulative distribution function (cdf), which some find trivial.

Areas of Agreement / Disagreement

Participants express differing views on the relationship between hazard rates and distributions, indicating a lack of consensus on the definitions and terminology used in the discussion.

Contextual Notes

Some statements rely on specific definitions of hazard rates and distributions, which may not be universally agreed upon. The discussion includes unresolved aspects regarding the implications of the pdf and cdf in relation to hazard rates.

Ad VanderVen
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TL;DR
In the exponential distribution, the hazard rate is constant. The hazard rate does of course not always have to be constant, but can also be a function of time, which then leads to different distributions. But my question is: what is the stochastic process called that underlies this type of distributions with a constant or variable hazard rate?
In the exponential distribution, the hazard rate is constant. The hazard rate does of course not always have to be constant, but can also be a function of time, which then leads to different distributions. But my question is: what is the stochastic process called that underlies this type of distributions with a constant or variable hazard rate?
 
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Ad VanderVen said:
The hazard rate does of course not always have to be constant, but can also be a function of time, which then leads to different distributions.
You have this the wrong way round: different distributions have different hazard rates. You can easily calculate the hazard function for any distribution.
 
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I've heard it called failure rate analysis if that helps.

Also this argument the two of you are having is over whether the pdf or the cdf comes first, which seems silly.
 
I now know what the process is called that underlies probability distributions with a hazard rate that is a function of time, such as the exponential distribution where the function of time is a constant. The process is called a random point process. Explanation can be found on Youtube:

 

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