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. Author manuscript; available in PMC: 2021 Sep 9.
Published in final edited form as: J Stat Softw. 2021 Mar 19;97(7):10.18637/jss.v097.i07. doi: 10.18637/jss.v097.i07

Table 2:

Possible choices of baseline hazard functions. f(t; λ, ρ) = λ(λt)ρ−1e−λt/Γ(ρ) is the density of gamma distribution; S(t;λ,ρ)=10tf(x;λ,ρ)dx is the survival function of gamma distribution; ϕ and Φ are pdf and CDF of the standard normal distribution, respectively; for the piecewise constant hazard, 0 = τ0 < τ1 < ⋯ < τJ = ∞, Δj(t) = 0 if t < τj−1, tτj−1 if τj−1t < τj, or τjτj−1 if tτj, j = 1, …, J.

Distribution Hazard h(t) Cumulative hazard H (t)
Weibull ρλ(λt)ρ−1 (λt)ρ λ > 0 , ρ > 0
Log-logistic ρλ(λt)ρ11+(λt)ρ log{1 + (λt)ρ} λ > 0 , ρ > 0
Log-normal ϕ{(logtλ)/ρ}/(ρt)Φ{(logtλ)/ρ} log{Φ(logtλρ)} ∞ < λ < ∞ , ρ > 0
Gompertz λeρt λρ(eρt1) λ > 0 , ρ > 0
Gamma f (t; λ, ρ)/S(t; λ, ρ) −log S(t; λ, ρ) λ > 0 , ρ > 0
Log-Burr ρλη(λt)ρ1η+(λt)ρ η log{1 + (λt)ρ/η} λ > 0 , ρ> 0 , η > 0
Piecewise constant λi for t ∈ [τj−1, τj) j=1JλjΔj(t) λj > 0 , j = 1,…, J