Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 46 4 Solution 2026-10-14
Use the question's decreasing survivor function convention , rather than interpreting as a cumulative distribution function. An exact failure at contributes the mass . The right censoring contribution is , and the interval censoring contribution is . Under independent observations and a noninformative observation mechanism, the empirical likelihood with mixed censoring, omitting observation-mechanism factors, isThis is a likelihood over probability distributions with possible atoms; replacing the exact-event masses by a smooth density would be a different model.
Set and . Monotonicity and giveFor instance, while , proving the second inequality. The interval-censoring factor already equals . Multiplying gives the monotonicity bound for a mixed-censoring likelihoodFor any , this bound is attained by a distribution with masses , and at , and respectively. Its survivor function is one before the first mass, between the first and second, between the second and third, and zero thereafter.
The maximum likelihood is positive, because such a three-mass distribution has positive likelihood. At any maximizer all the above inequalities must therefore be equalities; otherwise replacing it by that three-mass distribution at the same would strictly improve its likelihood. Equality, together with monotonicity, yieldsThus these relations are consequences of maximum likelihood, not assumptions about where an arbitrary distribution must put its mass.
The reduced log-likelihood isIts stationary equations areThe second gives . Substituting in the first gives , henceThe reduced log-likelihood is strictly concave: its second directional derivative in a nonzero direction isThe likelihood vanishes on the boundary of the admissible triangle, so this stationary point is the unique maximum. The corresponding nonparametric maximum-likelihood estimator puts masses , and at the three exact failure times.