Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 46 3 b iii Solution Created 2026-10-03 Updated 2026-10-14
Set , , and . Then andThe integrated offsets are known and enter only as constants in estimation of . Let and assume and every at an event is small compared with . Expanding the score givesNow write and retain first-order terms in . Since , the equation becomes . Therefore the exponential rate with a small known additive hazard estimate isThe correction is negative: some event risk is already supplied by the known additive hazards. As a check, if every , the score equation gives the exact positive interior estimate . The approximation is intended for small offsets and a positive interior solution; a negative approximation or no observed events requires handling the boundary rather than reporting a negative rate.