par(mar=c(4.5, 4, 0, 0))
plot(x=seq(0, 20, 1), y=seq(0, 5, 0.25), type="n", axes=FALSE, xlab="Time", ylab="Hazard", bty="n", font.lab=2)
lines(x=c(0, 2), y=c(0, 0), lty=1, lwd=2)
lines(x=c(2, 2), y=c(0, 1), lty=3)
lines(x=c(2, 3), y=c(1, 1), lty=1, lwd=2)
lines(x=c(3, 3), y=c(0, 1), lty=3)
lines(x=c(3, 6), y=c(0, 0), lty=1, lwd=2)
lines(x=c(6, 6), y=c(0, 5), lty=3)
lines(x=c(6, 7), y=c(5, 5), lty=1, lwd=2)
lines(x=c(7, 7), y=c(0, 5), lty=3)
lines(x=c(7, 13), y=c(0, 0), lty=1, lwd=2)
lines(x=c(13, 13), y=c(0, 3), lty=3)
lines(x=c(13, 14), y=c(3, 3), lty=1, lwd=2)
lines(x=c(14, 14), y=c(0, 3), lty=3)
lines(x=c(14, 20), y=c(0, 0), lty=1, lwd=2)
axis(2, at=c(0), labels=c("0"), font=2, las=1, tick=FALSE)
axis(1, at=c(2.5, 6.5, 13.5, 16), labels=c("t(1)", "t(2)", "t(3)", "..."), font=2, tick=FALSE)
text(x=14, y=4, font=2, "Can only be sure that baseline hazard is")
text(x=14, y=3.7, font=2, "non-zero at the death times, {t(j), j=1,2,...,r}")