Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2003/iii/paper-40/1/b/iv/solution

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 are
For , 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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