Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2012/iii/paper-41/5/a/solution

A survivor function is . For a nonnegative event time it is nonincreasing and right-continuous, with values between zero and one; a proper finite event time has as . Here , , , and for . Extending it by one for supplies a valid continuous survivor function.
The density is , so the hazard function is
In particular and . The survivor is a mixture of rate-one and rate-two exponential distributions with weights and . Among long-term survivors the rate-one component dominates, explaining the limiting hazard. More generally the hazard derivative for a mixture of exponential distributions is minus the variance of the component rate among survivors; the decreasing hazard is selection, not an individual component's changing hazard.
Figure 1.
Survival and declining hazard of a two-rate exponential mixture
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