Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2013/iii/paper-32/4/a/solution

Assume independent censoring: the censoring mechanism contributes no factor involving the lifetime rate . The exponential density and survival function are and . An observed event contributes the density; a right-censored lifetime contributes the probability of surviving its censoring time. Thus the likelihood for , up to censoring factors independent of it, is
For and , vanishes at , and proves the maximum:
Censored individuals add follow-up time to the denominator but no event to the numerator. If and , the likelihood decreases for and has only a supremum as ; zero is an extended boundary estimate, not a positive-rate exponential MLE. The derivation is for independent individuals entering at time zero; delayed entry would require conditional survival contributions and exposure measured from entry.

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