Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2003/iii/paper-40/1/b/iv/solution
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 40 1 b iv Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
For independent individuals under fixed administrative censoring, an observed failure contributes the probability density function , while a censored observation contributes the survivor function . Hence the survival likelihood and log-likelihood areFor , the score function vanishes at , and . This is the unique maximum over :Thus maximum likelihood estimation agrees with the observed-exposure estimating equation. If there are no failures, the likelihood decreases with : its supremum is approached as , or attained at zero if that boundary is admitted.
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