.show() not working in PtQt4

Question

When I run the code below, I should be able to see a new window that I created. However, when I run it, I can see the new window appearing for a split second and disappearing. What could be the problem?

import sys
from PyQt4 import QtGui
applicationDefinition = QtGui.QApplication(sys.argv)
windowFigure = QtGui.QWidget()
windowFigure.show()

Answer 1

import sys
from PyQt4 import QtGui

applicationDefinition = QtGui.QApplication(sys.argv)
windowFigure = QtGui.QWidget()
windowFigure.show()
applicationDefinition.exec_()