Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 44 5 b Solution Created 2026-10-03 Updated 2026-10-14
Work with the stipulated approximate conditional likelihood. Let and , and putTerms independent of the parameters, including the positive-count binomial coefficients, can be omitted. The log-likelihood isFor an interior maximum-likelihood estimator, set its two score functions to zero. Differentiating with respect to givesDifferentiating with respect to givesHere there are seven zero-count patients and five positive-count patients, with and . Thus the positive-count contribution to the second equation is .
An interpretable way to solve the equations uses a posterior cure weight for each observed patient:For a zero count, is the posterior probability of belonging to the non-cured component under this approximate conditional model. The two score functions can then be rewritten asTherefore the conditional cure-weight equations for paired Poisson counts areThey can be solved by an expectation-maximization algorithm: calculate the weights at the current parameters, update to their mean and to the weighted event fraction, and iterate. A solution of the equations must be checked as a maximum; the equations alone do not guarantee a global maximum. In particular the boundary gives the no-cure estimate and should be compared. Boundaries , or have zero likelihood for these positive counts with positive pre-treatment counts. Numerical maximization gives an interior fit about , with larger log-likelihood than the no-cure boundary, consistent with the PDF's rounded estimates.
The word “approximate” is important. If cure is specified before conditioning in the original Poisson distributions, the conditional cure probability given would actually bewhich still depends on . This follows because a cured total has mean and a non-cured total has mean . The likelihood supplied in the question instead treats as the mixture probability after conditioning; the score and weight equations above maximize exactly that stipulated approximation, without claiming nuisance-rate elimination for the full cure model.