I'm now learning the very basics of survival analysis.
Firstly, the probability function is introduced:
$$f(t)=\frac{dF(t)}{dt}=-\frac{dS(t)}{dt}$$
Where $S(t)=1-F(t)$.
We are then introduced to the hazard function:
$$h(t)=\frac{f(t)}{S(t)}$$
Subsequently, we are told that combining the previous two expressions yield:
$$h(t)=-\frac{d}{dt}log S(t)$$
How do I justify this last step, shouldn't it be something like:
$$h(t)=\frac{-\frac{dS(t)}{dt}}{S(t)}$$
??
Simply evaluate the derivative to obtain: $$h(t) = -\frac{d}{dt}\log(S(t)) = -\frac{1}{S(t)}\frac{dS}{dt} = \frac{f(t)}{S(t)}$$