Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2006/iii/paper-41/5/b/solution

Put , and . Independence of the pairs makes their likelihood contributions multiply. The three fully observed pairs contribute ; each remaining pair contributes its hypoexponential distribution density. Thus the observed-data log-likelihood is
An equivalent expression, convenient for calculations, is
The apparent singularity as cancels between the last sum and . The resulting equal-rate limit is finite for positive observed times.

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