[R] Computing Mean Lifetime from Hazard

Alan Cox acox at icontact.com
Fri Sep 26 17:31:25 CEST 2008

If all I have access to is an empirically calculated hazard function, is it possible to compute an approximate value for the mean lifetime? 

I know that if the hazard function is essentially constant, the mean lifetime is 1/hazard rate.  But if I'm confident that the empirical hazard function is not constant, I'm not sure how to go about calculating an estimate of mean lifetime. 

For instance, suppose someone goes about generating a muhaz object by doing the following: 

>  haz <- muhaz(runif(1000,30,40)) 

and then gives me only the haz object.  I can plot it, and see pretty quickly that it isn't constant.  The person who generated the muhaz object would know that the average lifetime is approx. 35.  Is there anyway that I can learn that from looking only haz?   

Does the process for doing this differ based on whether the lifetimes are generated from a well-known distribution? 

Thanks for your help, 

Alan Cox 
Director, User Experience 
iContact, Corp. 
p 919.459.1038 f 919.287.2475 

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