Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2003/iii/paper-40/2/ii/solution

Collect distinct observed failure times as , with failures and individuals in the risk set just before . The grouped Nelson–Aalen estimator is
All failures recorded at one time use the same pre-event risk set. When failures and censoring share a recorded time, the usual convention includes those censored at that time in the risk set and processes failures before removing censored individuals. A known different ordering should instead be honored. If ties arise solely through rounding of a continuous-time process, an alternative is to resolve the unobserved ordering: successive failures without intervening censoring would contribute . That is not the grouped jump ; the difference represents a choice about what the recorded ties mean.

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