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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-207/4/c/iv/solution
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 207 4 c iv Solution by
Codex 0 Created 2026-09-24 Updated 2026-09-25
The variance of an estimated hazard increment is large when its group has few individuals in the risk set. The log-rank weights are near zero when either or is small and are largest when both groups retain substantial information. They therefore suppress noisy late-event comparisons and weight each observed-minus-expected event by its available information. Unit weights would instead give equal influence to unstable increments from depleted risk sets.
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