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Conference rusure::math

Title:Mathematics at DEC
Moderator:RUSURE::EDP
Created:Mon Feb 03 1986
Last Modified:Fri Jun 06 1997
Last Successful Update:Fri Jun 06 1997
Number of topics:2083
Total number of notes:14613

910.0. "Life Table Function" by VIVIAN::MILTON (I'm thinking about it!) Thu Jul 28 1988 05:59

    Given the life table function Q(x), P(X > x) Probability that a
    person survives at least x years. What is the probability that having
    reached x years the person survives at least y further years?
    
    Tony.
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910.1BEING::POSTPISCHILAlways mount a scratch monkey.Thu Jul 28 1988 09:4816
    Re .0:
    
    P(x+y)/P(x) -- also known as Bayes' Rule:  The probability that A
    occurs given that B occurs is equal to the probability of both A and B
    happening divided by the probability that B happens.  (In other words,
    it is the proportion of space that "A and B" takes up in the space "B
    happens".)
    
    In this case, A is "survives at least y further years" which is
    equivalent to "survives at least x+y years".  B is "survives at least x
    years".  "A and B" is simply A, since "surviving x+y years and
    surviving x years" is equivalent to "surviving x+y years".  So the
    answer is P(A and B)/P(B) = P(A)/P(B).
    
    
    				-- edp
910.2B is x yearsVIVIAN::MILTONI'm thinking about it!Thu Jul 28 1988 12:4213
    >	B is "survives at least x years".
    
    B is the more specific - given exactly x years, the prob that survives
    a further y years:-
    
    	P(X>=x+y|x=x) 
    
    does that make a difference.
    
    I have a problem in that I think Q(x) is a continuous random variable
    and as such P(X=x)=0 or am I confusing things?
    
    Tony.
910.3BEING::POSTPISCHILAlways mount a scratch monkey.Thu Jul 28 1988 17:156
    Re .2:
    
    P(X >= x+y | X >= x) = P(X >= x+y) / P(X >= x).
    
    
    				-- edp