Past exam of the mathematics course of the University of Cambridge / 2019 / iii / Paper 207 / 4 / a / Solution

Place discrete hazards $q_j$ at the ordered distinct event times $t_j$. If $d_j$ events occur among $r_j$ individuals at risk immediately before $t_j$, the nonparametric empirical likelihood isEquivalently, an observed event at $x$ contributes the probability mass at $x$, while a right-censored observation contributes the survivor probability beyond its censoring time. Maximization gives ${\hat{q}}_j=d_j/r_j$ and the Kaplan–Meier estimator

Left truncation means an individual is observed only conditional on surviving beyond an entry time $L$. Ignoring it overrepresents long survivors and creates survivorship bias. A subject with event or censoring time $X>L$ contributes its usual likelihood divided by $S(L)$; in risk-set form, that individual enters each $r_j$ only for event times satisfying $L<t_j\le X$.