Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2001/iii/paper-29/1/c/ii/solution

Let be the distinct group survival functions, and let denote the common pooled cumulative hazard function used for the residuals. At a point where its inverse is defined, residual survival in group is
Thus the group residual curves generally differ. On intervals where , the same common increasing transformation gives : the better-surviving group has more large residual failure times. If the original survival curves cross, the residual curves can also cross, so no fixed ordering or proportional hazards assumption is implied.
Distinct group distributions generally produce distinct residual survival curves, even when the pooled residual curve looks exponential. Separate correctly fitted group hazards would restore the unit-exponential target within each group, but that is a different transformation from the common fit under discussion.

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