Term for $P(Z > z)$?

Question

I know that $P(Z \leq z)$ is considered the CDF of the random variable $Z$ but is there a term for $P(Z > z)$?

For example, if $Z \sim \mathrm{Exp}[\lambda]$, what is $P(Z>z)$?

This is sometimes called the survival function. – Ian Oct 18 '15 at 00:36 — Ian, Oct 18 '15 at 00:36
@Ian Perfect! Thank you :) – David South Oct 18 '15 at 00:37 — David South, Oct 18 '15 at 00:37
Reliability function, among others. – André Nicolas Oct 18 '15 at 01:08 — André Nicolas, Oct 18 '15 at 01:08

score 1 · Answer 1 · answered Oct 18 '15 at 00:35

1

As for all $z \in \mathbb{R}$

$$ P(Z \leq z)+P(Z>z)=1 $$

you could call $P(Z>z)$ the "1-complement of the CDF".

answered Oct 18 '15 at 00:35

user1337

Okay, thank you! I just wanted to see if there was a specific term – David South Oct 18 '15 at 00:36

1 Answers1