Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-32/3/a/solution

Let denote the full data and the pattern of indicators, with for an observed component and for a missing one. For each fixed pattern , split the data as . The missing at random condition is
Here parameterizes the missingness mechanism. Equivalently its conditional probability, with the observed data fixed, is constant over all possible completions of the missing data. The restriction is pattern-specific because the observed components depend on . Missing at random allows missingness to depend on observed values; missing completely at random imposes independence from all the data.

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