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The Cox proportional hazards model evaluates the probability of failure at time t(j) conditioned on covariates xj. It describes the failure pattern as a product of J terms for each observed failure time, allowing for a robust analysis of survival data. This model is widely used in biostatistics and epidemiology to assess the impact of various factors on the hazard of failure, making it invaluable in research that involves time-to-event data.
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Conditional on the fact that one individual is observed to fail at t(j), the probability that it is an individual with covariates xj is
The function describing the failure pattern is the product of J terms, one for each observed failure time