Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 35 3 f Solution Created 2026-10-03 Updated 2026-10-06
Use one transition per time step in the printed discrete-time multi-state diagnosis model. Put , , and . Let be the new infection count. Let be the undiagnosed non-early count present in state 3 at step , including those retained by its self-loop. Start with .
For the realised random variables, define conditionallyusing independent individual transition choices, and setThe early split's two complementary counts are not independent conditional on , nor are the late split's two counts conditional on . Random state incidences must not be equated to their expectations.
Explicitly, the first four realised vectors areHere and have the conditional laws just given; . The corresponding expressions solely in terms of the parameters are the mean flow vectors. Writing and interpreting state 3 with its self-loop as , they areThese follow from . They make the minimum one-step early delay and two-step late delay explicit. If “entering state 3” is reserved for first entry only, its incidence is with mean ; is then a separate occupancy variable. The late-diagnosis expressions are unchanged. This distinction resolves the wording's use of incidence alongside a state-3 self-loop.