Consider the AFT model:
$Y=log(T)=\beta^T x + \epsilon=\mu + \epsilon$ ; where $\epsilon \sim Gumbel(\alpha, \beta)$.
What should be the distribution of $Y$? Is it $Y \sim Gumbel(\mu+\alpha, \beta)$?
Consider the AFT model:
$Y=log(T)=\beta^T x + \epsilon=\mu + \epsilon$ ; where $\epsilon \sim Gumbel(\alpha, \beta)$.
What should be the distribution of $Y$? Is it $Y \sim Gumbel(\mu+\alpha, \beta)$?