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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2003/iii/paper-40/2/iii/solution
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 40 2 iii Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
At a distinct event time , estimate the conditional probability of surviving that time by . Multiplication of these conditional survival probabilities gives the Kaplan–Meier estimator, and taking minus its logarithm gives an integrated hazard estimate:The conditional failure count has a binomial likelihood whose maximizing event fraction is . Tied failures therefore enter directly as one count. Even ordering failures arbitrarily, with no intervening censoring, produces the same survivor function factor becauseThe failure-versus-censoring ordering convention still matters when both have the same recorded time. If , the survivor function becomes zero and the logarithmic integrated hazard is infinite.
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