Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 207 1 h Solution Created 2026-09-24 Updated 2026-09-25
Add a hospital state and estimate the enlarged Q-matrix from the cohort. If infection starts in state , the expected hospital occupancy generated by one infection is the Markov reward model integralEquivalently, if is the subgenerator on all transient states, is the entry of the fundamental matrix of an absorbing continuous-time Markov chain . The number infected in the population has expectation , so linearity of expectation gives total expected hospital use days. If only occupancy within a finite period counts, replace the upper integration limit by the remaining follow-up time for each infection and average over infection times.
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 207 2 c Solution Created 2026-09-24 Updated 2026-09-25
For transition-intensity vector and generator , the expected infectious occupancy over three months from is the Markov reward model quantityInsert the fitted intensities to obtain , evaluating the matrix exponential and integral numerically if necessary.
If has estimated covariance , calculate the numerical gradient at . The delta method gives estimated variance and the approximate confidence intervalSimulation from followed by transformation through gives a useful asymmetric alternative.