Past exam of the mathematics course of the University of Cambridge / 2009 / iii / Paper 41 / 5 / c / Solution

Use the product-limit estimate in (b). Between consecutive event times there are no mortality jumps, soThus the estimated relative survivor curve rises between events when background mortality is positive, and is constant if it is zero. Censoring changes the risk set and can change the slope, but supplies no downward event jump. At the next event time the curve is multiplied by $1-d_k/r_k$.

Provided the curve is still positive, the ratio of the post-event estimates at the two consecutive event times isFor $d_k<r_k$, the later value is larger precisely whenFor example, suppose there are 100 individuals in the risk set after the earlier event, no intervening censoring, a 20-day gap, and one death at its end. If every background hazard is $0.001$ per day, then the integrated background contribution is $0.02$ andThe individual background hazards are small, but the interval contains less observed mortality than expected from that background. This can occur by chance in a small event sample or when the cohort is healthier than the life-table reference on other dimensions.

A nonnegative true excess hazard makes $F_E$ nonincreasing, but this unconstrained estimator need not inherit that restriction. An increase is therefore not proof of a clinical survival benefit. If the exponential cumulative-hazard version is chosen instead, its corresponding condition is ${\int }_{t_j}^{t_k}{\overline{h}}_B>d_k/r_k$; the qualitative explanation remains the same. If the risk set is exhausted by deaths, the product-limit factor is zero and no later increase is possible.