My question is related to a cox model with time-dependent variable.
When I think about it more, I get a little confused about
non-increasing assumption for survival probability for an individual.
For example, for a time-dependent ,say x, assuming increasing x
increases the risk of event.
Don't really understand your equations but.
If X is the (random variable of) time of event, then the survival
S(x) = 1 - Pr( X x )
has to be non increasing since:
If t1 t2. then
S(t1) - S(t2) = Pr(X t2) - Pr( X t1 ) = Pr( t1 X t2) 0
which means that
S(t1) S(t2).
But you must not
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