HazardFunction[dist,x]
gives the hazard function for the distribution dist evaluated at x.
HazardFunction[dist,{x1,x2,…}]
gives the multivariate hazard function for the distribution dist evaluated at {x1,x2,…}.
HazardFunction[dist]
gives the hazard function as a pure function.
HazardFunction
HazardFunction[dist,x]
gives the hazard function for the distribution dist evaluated at x.
HazardFunction[dist,{x1,x2,…}]
gives the multivariate hazard function for the distribution dist evaluated at {x1,x2,…}.
HazardFunction[dist]
gives the hazard function as a pure function.
Details
- HazardFunction is also known as a force of mortality.
- For continuous distributions, HazardFunction[dist,x] dx gives the probability that an observed value lies between x and x+dx, given that it is larger than x for infinitesimal dx.
- For continuous distributions, HazardFunction[dist,x] dx is equivalent to Probability[x≤ξ<x+dxξ≥x,ξdist] for infinitesimal dx. »
- For discrete distributions, HazardFunction[dist,x] is equivalent to Probability[ξxξ≥x,ξdist].
- For continuous multivariate distributions, HazardFunction[dist,{x1,…,xn}]dx1 ⋯ dxn is equivalent to Probability[x1≤ξ1<x1+dx1∧⋯∧xn≤ξn<xn+dxnξ1≥x1∧⋯∧ξn≥xn,{ξ1,…,ξn}dist].
- For discrete multivariate distributions, HazardFunction[dist,{x1,…,xn}] is equivalent to Probability[ξ1x1∧⋯ ∧ξnxnξ1≥x1∧⋯∧ξn≥xn,{ξ1,…,ξn}dist].
Examples
open all close allBasic Examples (4)
A hazard function for a continuous univariate distribution:
HazardFunction[WeibullDistribution[1 / 2, 2], x]Plot[%, {x, 0, 3}, Filling -> Axis]The hazard function for a discrete univariate distribution:
HazardFunction[PoissonDistribution[2], x]DiscretePlot[%, {x, 0, 20}, ExtentSize -> 0.5]A hazard function for a continuous multivariate distribution:
Plot3D[HazardFunction[BinormalDistribution[1 / 2], {x, y}], {x, -1, 3}, {y, -1, 3}, PlotRange -> All, MaxRecursion -> 0]A hazard function for a discrete multivariate distribution:
DiscretePlot3D[HazardFunction[MultivariatePoissonDistribution[1, {2, 3}], {x, y}], {x, 0, 20}, {y, 0, 20}, ExtentSize -> 0.5]Scope (22)
Parametric Distributions (8)
HazardFunction[WeibullDistribution[2, 5], 4]HazardFunction[NegativeBinomialDistribution[20, 1 / 3], 5]Obtain a machine-precision result:
HazardFunction[WeibullDistribution[2, 5], 4.]Obtain a result at any precision for a continuous distribution:
HazardFunction[WeibullDistribution[2, 5], N[4, 25]]Obtain a result at any precision for a discrete distribution with inexact parameters:
HazardFunction[NegativeBinomialDistribution[20, N[1 / 3, 30]], 1]Hazard function for a multivariate distribution:
HazardFunction[DirichletDistribution[{2, 4, 5}], {1 / 5, 2 / 3}]Obtain a symbolic expression for the hazard function:
HazardFunction[ChiSquareDistribution[ν], x]HazardFunction[UniformDistribution[{{a, b}, {c, d}}], {x, y}]HazardFunction[GammaDistribution[1, 2]]%[3]HazardFunction threads elementwise over lists:
HazardFunction[NormalDistribution[], {0.0, 0.2, 0.3}]HazardFunction[BinormalDistribution[1 / 2], {{0.0, 0.0}, {0.2, 0.2}, {0.3, 0.3}}]Nonparametric Distributions (3)
Hazard function for nonparametric distributions:
r = RandomVariate[NormalDistribution[], 10 ^ 4];HazardFunction[HistogramDistribution[r], 0.2]HazardFunction[SmoothKernelDistribution[r], 0.2]HazardFunction[KernelMixtureDistribution[r], 0.2]Compare with the value for the underlying parametric distribution:
HazardFunction[NormalDistribution[], 0.2]Plot the survival function for a histogram distribution:
dist = HistogramDistribution[RandomVariate[NormalDistribution[], 10 ^ 3]];Plot[HazardFunction[dist, x]//Evaluate, {x, -3, 3}, Filling -> Axis, Exclusions -> None]Plot of the survival function of a bivariate smooth kernel distribution:
dist = SmoothKernelDistribution[RandomVariate[BinormalDistribution[1 / 3], 30]];Plot3D[HazardFunction[dist, {x, y}]//Evaluate, {x, -4, 4}, {y, -4, 4}, PlotRange -> All]Derived Distributions (8)
Product of independent distributions:
hf = HazardFunction[ProductDistribution[TriangularDistribution[{2, 4}], TriangularDistribution[{1, 7}]], {x, y}]Plot3D[hf, {x, 1, 5}, {y, 0, 8}, PlotRange -> {0, 100}]Component mixture distribution:
hf = HazardFunction[MixtureDistribution[{1, 4}, {NormalDistribution[a, b], NormalDistribution[c, d]}], x]Plot[hf /. {a -> 0, b -> 1, c -> 6, d -> 3 / 2}, {x, -2, 6}, Filling -> Axis]Quadratic transformation of a discrete distribution:
HazardFunction[TransformedDistribution[x ^ 2, xExponentialDistribution[2]], y]Plot[%, {y, 0, 8}, Filling -> Axis, AxesOrigin -> {0, 0}]hf = HazardFunction[TruncatedDistribution[{2, 3}, TriangularDistribution[{1, 4}]], x]Plot[hf, {x, 1.5, 5}, Filling -> Axis]HazardFunction[CopulaDistribution[{"AMH", 1 / 3}, {UniformDistribution[{2, 4}], UniformDistribution[{3, 7}]}], {x, y}]//SimplifyFormula distributions defined by its PDF:
HazardFunction[ProbabilityDistribution[UnitBox[x], {x, -Infinity, Infinity}], x]//FullSimplifyHazardFunction[ProbabilityDistribution[{"CDF", Piecewise[{{-2 + x, 2 ≤ x ≤ 3}, {1, x > 3}}, 0]}, {x, -Infinity, Infinity}], x]Defined by its survival function:
HazardFunction[ProbabilityDistribution[{"SF", Piecewise[{{1 - 2(-2 + x) ^ 2, 2 ≤ x ≤ 5 / 2}, {2(3 - x) ^ 2, 5 / 2 < x ≤ 3}, {1, x < 2}}, 0]}, {x, -Infinity, Infinity}], x]HazardFunction[MarginalDistribution[
ProbabilityDistribution[1 / (E ^ (y ^ 2 / 2)(Pi ^ (3 / 2) * (1 + x ^ 4))),
{x, -Infinity, Infinity}, {y, -Infinity, Infinity}], 2], y]Hazard function for QuantityDistribution assumes the argument is a Quantity with compatible units:
𝒟 = NormalDistribution[Quantity[4, "Meters"], Quantity[1 / 2, "Meters"]]HazardFunction[𝒟, x]This allows for direct quantity substitution:
% /. x -> Quantity[387., "Centimeters"]Compare with direct use of quantity argument:
HazardFunction[𝒟, Quantity[387., "Centimeters"]]Random Processes (3)
Find the hazard function for a SliceDistribution of a discrete-state random process:
HazardFunction[PoissonProcess[μ][2], x]DiscretePlot[Evaluate[% /. μ -> 2], {x, 0, 10}, ExtentSize -> 0.5]A continuous-state random process:
HazardFunction[WienerProcess[][2], x]Plot[%, {x, -1, 6}, Filling -> Axis]Find the multiple time-slice hazard function for a discrete-state process:
HazardFunction[PoissonProcess[μ][{2, 3}], {1, 2}]DiscretePlot3D[Evaluate[HazardFunction[PoissonProcess[1][{2, 3}], {x, y}]], {x, 0, 10}, {y, 0, 10}, ExtentSize -> 0.5]A multi-slice for a continuous-state process:
Plot3D[HazardFunction[WienerProcess[][{2, 3}], {x, y}], {x, -3, 3}, {y, -3, 3}, PlotRange -> All]Hazard function for the StationaryDistribution of a discrete-state random process:
HazardFunction[StationaryDistribution[QueueingProcess[λ, μ, Infinity]], x]//FullSimplifyDiscretePlot[Evaluate[% /. {μ -> 7, λ -> 2.9}], {x, 1, 8}, ExtentSize -> 0.5]Generalizations & Extensions (1)
HazardFunction threads element-wise over lists:
HazardFunction[NormalDistribution[], {0.2, 0.3}]{HazardFunction[NormalDistribution[], 0.2], HazardFunction[NormalDistribution[], 0.3]}HazardFunction[BinormalDistribution[1 / 2], {{0.0, 0.0}, {0.2, 0.2}, {0.3, 0.3}}]Applications (4)
Find the mortality rate for lifetime distributions including exponential distribution:
Refine[HazardFunction[ExponentialDistribution[λ], x], x ≥ 0]HazardFunction[GompertzMakehamDistribution[λ, ξ], x]Given the reliability function of a component, compute its failure rate:
R[t_] = Exp[-t ^ 2];Define the corresponding probability distribution:
𝒟 = ProbabilityDistribution[{"SF", R[t]}, {t, 0, ∞}];Compute the failure rate using the distribution:
FailureRate = HazardFunction[𝒟, t]Study the hazard function for a family of Weibull distributions:
w[α_, 1] := WeibullDistribution[α, 1]hf[α_, x_] = HazardFunction[w[α, 1], x]With
, used is better than new:
Plot[Table[hf[α, x], {α, {0.2, 0.3, 0.7}}]//Evaluate, {x, 0, 3}]With
, used is as good as new:
Plot[hf[1, x], {x, 0, 3}]With
, used is worse than new:
Plot[Table[hf[α, x], {α, {1.6, 2.3, 3.1}}]//Evaluate, {x, 0, 2}]A casino offers you a game where you pay amount
to participate and then choose a stake amount
. A positive continuous random variable
following a known distribution
is then generated. If
you collect the stake; otherwise you lose. Find the value
that maximizes the profit:
ExpectedGain = c SurvivalFunction[𝒟, c] - P;Find the equation for the maximum of the expected gain:
D[ExpectedGain, c] == 0 /. {D[SurvivalFunction[𝒟, c], c] -> -SurvivalFunction[𝒟, c] HazardFunction[𝒟, c]}eq = Simplify[%, SurvivalFunction[𝒟, c] > 0]Assuming WeibullDistribution, find the optimal stake size:
Solve[(eq /. 𝒟 -> WeibullDistribution[α, β]), c, Reals]ExpectedGain /. 𝒟 -> WeibullDistribution[α, β] /. %//SimplifyProperties & Relations (3)
Compute the hazard function using the definition as conditional probability:
Probability[x ≤ ξ < x + dxξ ≥ x, ξExponentialDistribution[λ]] / dxLimit[%, dx -> 0, Assumptions -> λ > 0 && x > 0]The hazard function is a ratio of the PDF and the survival function
:
HazardFunction[NormalDistribution[], x]PDF[NormalDistribution[], x] / SurvivalFunction[NormalDistribution[], x]The hazard rate of an exponential distribution is constant:
Refine[HazardFunction[ExponentialDistribution[λ], x], x ≥ 0]Possible Issues (2)
Symbolic closed forms do not exist for some distributions:
HazardFunction[StableDistribution[0, 1.8, -0.5, 1, 2], x]HazardFunction[StableDistribution[0, 1.8, -0.5, 1, 2], 0.3]Substitution of invalid values into symbolic outputs gives results that are not meaningful:
HazardFunction[CauchyDistribution[2, 3], y] /. {y -> 1. + I}Passing it as an argument, it stays unevaluated:
HazardFunction[CauchyDistribution[2, 3], 1. + I]Related Guides
History
Text
Wolfram Research (2010), HazardFunction, Wolfram Language function, https://reference.wolfram.com/language/ref/HazardFunction.html.
CMS
Wolfram Language. 2010. "HazardFunction." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/HazardFunction.html.
APA
Wolfram Language. (2010). HazardFunction. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/HazardFunction.html
BibTeX
@misc{reference.wolfram_2026_hazardfunction, author="Wolfram Research", title="{HazardFunction}", year="2010", howpublished="\url{https://reference.wolfram.com/language/ref/HazardFunction.html}", note=[Accessed: 13-June-2026]}
BibLaTeX
@online{reference.wolfram_2026_hazardfunction, organization={Wolfram Research}, title={HazardFunction}, year={2010}, url={https://reference.wolfram.com/language/ref/HazardFunction.html}, note=[Accessed: 13-June-2026]}