Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/iii/paper-44/1/b/solution
Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 44 1 b Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
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. ThusUsing also gives the useful survival likelihood formEvery 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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