Topic 3: The Life Tables: Course Instructor: MR. O.KIGAHE
Topic 3: The Life Tables: Course Instructor: MR. O.KIGAHE
Age
interval nqx lx ndx nLx Tx ex
(years)
(x, x+n)
9
Conventional Life Table
10
Description of Columns
* Age interval
– Age interval from exact age x to age
x+n, i.e., [x, x+n]
* nqx
– (Conditional) probability of dying in the
interval [x, x+n], given survival to age x
11
Conventional Life Table
5
5
2
5
3
5
5
5
6
5
7
5
0
+
5
8
Source: Adapted from Keyfitz and Fleiger, 1990 Continued 17
Conventional Life Table
* l x or l(x)
– The first entry, for age 0, is called the
radix
– The l x column indicates the probability
of survival to exact age x if the radix is
set at 1, or if the value of l x is divided
by the radix
– i.e., p(x) = l(x) / l(0)
Continued 13
Conventional Life Table
100
Thousands
80
60
40
20
0
0
5
75
15
25
35
45
55
65
85
95
105
Age Group
* ndx or d(x,n)
– Number of deaths to the radix between
exact ages x and x+n
– Since all members of the radix die
sooner or later, the sum of the ndx over
all ages is equal to the radix
– If radix = 1, ndx = (unconditional)
probability of dying between ages x and
x+n
Continued 21
Conventional Life Table
Continued 19
Conventional Life Table
* ex or e(x)
– Expectation of life at age x = Average
remaining lifetime for a person who
survives to age x
• e.g., e(0) = Life expectancy at birth =
number of years a person can expect
to live in his/her life
Continued 21
Conventional Life Table
Average Remaining Lifetime—e(x)
Mexico, Females, 1983
77.4
51.6
Year
s
25.8
0.0
85
15
25
35
45
55
65
75
95
0
5
10
5
Age Group
* Notes:
– The six functions are generally
calculated and published for every life
table; however, some columns may be
omitted without a significant loss of
information since the functions are
interrelated and some can be directly
calculated from the others
Continued 28
Conventional Life Table
* Notes:
– In general, the conditional probability of
death (nqx) is the basic function in the
life table
29
Life Table Column Notation
Column Notation Definition
1 (x, x+ n) Age interval or period of life between two exact ages stated
in years
5 𝑳
𝒏 𝒙
Number of years of life lived by the cohort within the
indicated age interval (x, x+ n) (or person-years of life in the
age interval)
Continued 26
Mathematical Derivation and
Relationships
* P{X> x}
= f(y)dy = 1− F(x)
x
= l(x)
x+n
* P{x<X<x+n} = f(y)dy = F(x + n) − F(x)
x
= l(x) − l(x + n)
= d(x,n)
Continued 27
Mathematical Derivation and
Relationships
P{x X x + n} d(x,n)
* P{x<X<x+n|X>x} = =
P{X x} l (x)
= q(x,n)
l(x,n)
* P(x,n) = 1-q(x,n) =
l(x)
* Note: P(x,0) = l(x)
Continued 28
Mathematical Derivation and
Relationships
T(x) = l(y)dy
x
x+n
T(x) = L(y,n)
y=x
E(0) = xf(x)dx = l(y)dy = T0 = e0 (0)
0 0
Continued 29
Mathematical Derivation and
Relationships
l(y)dy
E(X | X x) = x + x
l (x)
T(x)
=x+
l (x)
T(x)
E(X − x | X x) = = e0 (x)
l (x)
Continued 30
Mathematical Derivation and
Relationships
x+n
tf(t)dt
E(X − x| x X x + n) = t=x
x+n −x
f(t)dt
t=x
L(x,n) − n l(x + n)
=
d(x,n)
= a(x,n)
35
Average Life Lived in Interval
by Those Dying in Age Interval [x,x+n]
n dx
(X i − x)
a(x,n)=nax = i=1
ndx
* Where Xi = Exact age at which
a person dies
x = Age at beginning of interval
Continued 36
Average Life Lived in Interval
by Those Dying in Age Interval [x,x+n]
L = n l x +n + n a x n dx
n x
n
L =nl + d
n x x+n
2n
x
37
Mathematical Derivation and
Relationships
= 7.2 39
Construction
Conventional Life Table
37
Assumptions Made in
Constructing a Life Table
Assumption 1: no migration
Assumption 2: annual age-specific death rates that
do not change over time
Assumption 3: annual number of births that remains
constant over time; the annual number of births
chosen is usually 100,000 and accordingly the
synthetic population has 100,000 deaths annually
over time; thus, the synthetic population is
stationary in that it never changes in size.
NB: Life tables are usually constructed separately
for males and females. However, they can also be
prepared for both sexes combined.
Steps
Age-Specific Death Rates
* Steps
– Derive the probability of dying (nqx)
from the age-specific death rates by one
of various methods
– Calculate each entry of the l(x) and
d(x,n) columns
– Derive nLx, Tx and ex columns
39
Relation of nMx and nmx
* Let D = Observed number of deaths in age
group x, x+n
P = Mid-point population in age group
x, x+n
ndx = Number of deaths in life table
40
Observed Age-Specific
Death Rate
* nMx = Observed age-specific death rate in
age group x, x+n
D
=
P
* nmx = Life table death rate in age group x,
x+n
dx
= n
nLx
41
Finding nqx from nmx
lx
l x +n
=nmx n ax + nmx (n−na x )
lx
l x +n
since nqx = 1 −
lx
Continued 43
Construction
n q x = n m x n a x + n m x (n−nax ) (1−nqx )
Rearranging and bringing q to other side,
= n m x n a x+ nn mx −nmx n ax
nqx
[1+nmx (n−nax )]
nn mx
=
1+ (n−nax )n mx
Continued 44
Construction
5 mx
5 qx = 5qx 5 m x
1+ 2.5 * mx
45
Abridged Life Table
−n(n M x )
q
n x
= 1− e
* Assumption:
nMx = nmx
empirical fit to find “a”
−nn m x −an 3 n m x
2
n q x = 1− e
* Note: a = 0.008 takes lack of fitness into
account
49
Greville’s Method
* Assumption: nMx=nmx
l(x) is fit by cubic equation
nmx
nqx =
1 1 n
+nmx + (nmx − loge c)
n 2 12
n l x n L x n l − L
= − = x n x
= n−nax
Note : n−ngx = n a x
52
Chiang’s Method
𝑳𝟎 = 0.3 ∗ 𝒍𝟎 + 0.7 ∗ 𝒍𝟏
There is no hard and fast rule that these are the
weights! The weights, from the principle would
depend on the curvature in the age segment,
having to do with level of mortality, meaning the
speed of decline of lx: the higher the
curvature/mortality the less weight lo would get.
Cont…
➢Rather than the number of years already lived, it
has been plausibly assumed one’s better interest to
be, being at a certain age x, the number of years
one expects to live for the rest of one’s remaining
life.
➢Thus for a birth cohort of survivors to exact age x,
interest is the average number of years one expects
to live, 𝑒𝑥 , thus a ‘stepping stone’ to it, 𝑇𝑥 , the
total number of person years lived by the cohort
after exact age x.
➢Thus using the 𝑛𝐿𝑥column we get cumulate from
the bottom; at each row we have the 𝑇𝑥 thus,
𝑇𝑥 = 𝑇𝑥+𝑛 + 𝑛𝐿𝑥
Cont…
➢Thus in the African life table above, after assuming the survivors to
exact age 80 (𝑙80 ), the last cut-off, live one year and all die (since they
are a small insignificant number), thus 𝑇80 becoming equal to 𝑙80 . In
other words:
➢The calculation, and the segments from the table are shown in the next slide
T0 = T1 + L0 = 5,088,515 + 90,668 = 5,179,183 e0 = T0/l0 =
51.8 T1 = T5 + 4L1 = 4,741,697 + 346,818 = 5,088,515 e1 = T1/l1 =
56.9 T5 = T10 + 5L5 = 4,325,524 + 416,173 = 4,741,697 e5 = T5/l5 =
56.4 T10 = T15 + 5L10 = 3,916,186 + 409,338 = 4,325,524 e10 = T10/l10 =
52.5
= 𝒍[x+(n/2)] / 𝒍𝒙
Cont…
Example: a practically useful one is the
probability of survival (or proportion
surviving) from birth (i.e. exact age zero) to
an age group x to x+n, e.g. to age group 15-
19, adult ages.
From the African life table,
5𝐿15 / 𝟓. 𝒍𝟎 = 402,277/(5 x 100,000)
= 0.805
Cont…