Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/iii/paper-44/1/b/solution

Assume independent individuals and independent censoring: conditional on any modelled covariates, the censoring mechanism gives no additional information about the latent event time and has no parameter shared with its survival distribution. An observed event at contributes the probability density function . A right-censored observation contributes the survivor function , since it establishes only .
More formally, let be an independent censoring time with density and survivor function . The observed pair , has a parameter-dependent factor if and if . The factors involving only the censoring distribution can be omitted from the event-time likelihood. Thus
Using also gives the useful survival likelihood form
Every individual therefore contributes survival exposure, whether or not an event is observed. These formulas do not justify ignoring informative censoring; that situation requires a model for the observation mechanism as well.

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