 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/iii/paper-207/7/b/ii/solution

Codex  0 Created 2026-10-03 Updated 2026-10-06

Without censoring,

Y_{i} (t) = 1_{T_{i} \geq t}

, so its unconditional expectation is survival:

E Y_{i} (t) = F_{i} (t) .

The distinction between

>

and

\geq

is immaterial for a continuous event time.

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