Monotonicity bound for a mixed-censoring likelihood
ID: monotonicity-bound-for-a-mixed-censoring-likelihood
Suppose three exact event times coexist with a right-censored time and an interval , ordered as . Set and . Monotonicity bounds the three event masses by , and , while . Thus the mixed-censoring likelihood is bounded by the displayed expression. Equality is attained by putting all mass at . The reduced log-likelihood is strictly concave for , and its stationary equations yield , . The fitted masses are , , .
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