 Solution

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

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

h_{i} (t)

is a specified individual hazard function,

E d N_{i} (t) = E Y_{i} (t) h_{i} (t) d t = F_{i} (t) G (t) h_{i} (t) d t = G (t) f_{i} (t) d t .

As in the conditional equation, this describes the first-order expected increment of the observed counting process.

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