Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 41 5 b Solution 2026-10-14
Define the individual background survivor function and common excess component byIntegrating the additive hazard function decomposition givesThe relative survivor function therefore compares actual survival with the survival expected from background mortality, and is common across individuals under this model. If , it is the survivor function of a hypothetical process having only the excess hazard. If excess mortality can be negative, the ratio may exceed one and lacks an ordinary survival-probability interpretation.
To estimate it, let indicate that individual is in the risk set, let , and let count all observed deaths. Assume appropriate independent censoring. The aggregate event intensity isConsequently the background correction must use the current risk-set averageonly on the observed range where . Dividing the event count by estimates the total hazard there. Subtracting the known average background gives the offset-adjusted cumulative hazard estimatorHere is the event count at and ; under an untied scheme . One possible estimate is .
A product-limit version retains the full event fraction, which is especially relevant when the excess mortality is not small. Estimate the relative-survival differential equation byAt an event time it multiplies the curve by . Between events it solves . Starting at one therefore gives the risk-set-adjusted relative survivor estimatorThe Kaplan–Meier estimator factor accounts for observed all-cause mortality; the continuous multiplier corrects for known background mortality. The exponential cumulative-hazard version instead has event jumps ; it is close when event fractions are small but is not identical to this product-limit version.
Even if each background hazard is small, its accumulated contribution over long follow-up cannot simply be discarded. Nor should the excess contribution be linearized merely because the background is small. Using the known background integral inside the exponential avoids both errors. The average is over the evolving risk set: replacing it by an initial-cohort mean, or dividing by an arbitrary average of individual background survivor functions, is generally wrong when the background hazards differ. Censoring and deaths change which individuals contribute to the background correction.
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 34 4 a Solution Created 2026-10-03 Updated 2026-10-14
Keep the counting process and at-risk process notation from the introductory derivation. Because the individual hazards add, the aggregate conditional intensity isThe known individual contributions must be averaged over the current risk set, rather than over the original cohort. DefineThen estimates . Subtract the known average contribution to obtain the offset-adjusted cumulative hazard estimatorTake the quotient to be zero when . If , direct substitution givesThis establishes the target and the mean-zero estimation noise, under the usual integrability conditions. It estimates while there is a nonempty risk set; no data identify its continuation after follow-up has ended. With common known and individuals at risk throughout , it reduces to .
The estimate may decrease between events because the known offset is subtracted continuously. That is not an algebraic error: it is an unconstrained estimating-equation estimator, not automatically a nonnegative monotone cumulative hazard estimate. If such shape constraints are imposed, the fitting procedure must explicitly account for them. The working hazard model itself must satisfy .