Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/iii/paper-207/5/b/iv/solution

In the Cox proportional-hazards model, replace the number at risk in the Nelson–Aalen estimator by the sum of relative hazards:
The total event counting process has conditional rate , so the estimated baseline hazard increment is . Integrating gives the Breslow estimator
When , all relative hazards are 1 and this reduces to the Nelson–Aalen estimator. The denominator is positive at each observed event time.

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