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In: Statistics and Probability

In survival analysis,original life time is T and mean residual life at time u is mrl(u)....

In survival analysis,original life time is T and mean residual life at time u is mrl(u).

Show the following:

mrl(u)=E(T-u|T>u)= [ integral(u to infinite) S(t) dt ] / S(u).

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