Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/iii/paper-207/5/d/solution

In a competing risks model, the latent times to different event types form such a race: only the smallest time and its cause are observed. With proportional cause-specific hazards , the probability that cause wins is , independently of the baseline hazard and under independent censoring. This is the same cancellation derived above.

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