Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 29 2 c Solution Created 2026-10-03 Updated 2026-10-14
For individual , let , be the known baseline hazard function, and the extra hazard. PutThe class-specific survival functions are and . Consequently the unconditional survivor and failure density areMixture probabilities must be summed before taking a logarithm; a weighted average of class log-likelihoods would be a different, complete-data calculation. Substitution into the right-censored survival likelihood givesEquivalently, this additive excess-hazard mixture likelihood has contributionHere and must be nonnegative hazards. The factor can be dropped when maximizing over because is known. Factoring out censoring presumes a common parameter-free censoring mechanism independent of failure and latent class, conditional on the observed covariates; unmodelled class-specific censoring would change these mixture contributions.