The name of the process underlying distributons with a hazard rate

[Ad VanderVen]

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?

 

[pbuk]

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.

 

[Ad VanderVen]

pbuk: Actually you are wrong. 'different distributions have different hazard rates' should be 'different hazard rate functions have different distributions'. Moreover, you do not answer my question: What is the name of the stochastic process which leads to hazard rate distributions?

Reference: https://www.physicsforums.com/threa...ying-distributons-with-a-hazard-rate.1045495/'

 

[Office_Shredder]

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.

 

[Ad VanderVen]

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: