dist_competing_risks

dist_competing_risks(
    components,
    minimum_of=True,
    dependency='Independent',
    correlation=None,
)

Competing-risks distribution.

The distribution of the minimum (a series system) or maximum (a parallel system) of several component random variables, with an optional dependency structure. Mirrors the C# CompetingRisks composite.

Parameters

Name	Type	Description	Default
components	sequence of Distribution	The component distributions.	required
minimum_of	bool	True for the distribution of the minimum of components; False for the maximum.	True
dependency	('Independent', 'PerfectlyPositive', 'PerfectlyNegative', 'CorrelationMatrix')	The dependency structure between components.	"Independent"
correlation	array - like	A square correlation matrix; required when dependency = "CorrelationMatrix", ignored otherwise.	None

Returns

Name	Type	Description
	Distribution	Family "CompetingRisks", accepted by every method every other :class:Distribution accepts.

Examples

>>> d = dist_competing_risks(
...     [Distribution("Weibull", [1, 2]), Distribution("Weibull", [1, 3])]
... )
>>> d.cdf(1.5) > 0
True