Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 35 4 a ii Solution Created 2026-10-03 Updated 2026-10-06
An exact observed event contributes its event-time density:For exponential-rate estimation from censored exposure, the event-model survival likelihood under independent censoring is . For the exponential distribution, put and . ThenIf and , vanishes atThe second derivative is strictly negative, so this is the unique global maximum-likelihood estimate. The likelihood also tends to zero at both ends of the positive parameter range. If and , the likelihood decreases on ; its supremum is at , with no attained positive estimate. Thus every censored time belongs in the exposure denominator.