Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 207 / 5 / a / ii

Table of contents
- Solution ii

Solution

With common fixed censoring time

c

, the ordering is known exactly when the earlier event occurs by

c

; continuity makes ties have probability zero. Thus the informative event is

{min (T_{1}, T_{2}) \leq c}

and

P (T_{1} < T_{2} ∣ informative) = \frac{\int _{0}^{c} f _{1} ( t ) F _{2} ( t ) d t}{1 - F _{1} ( c ) F _{2} ( c )} .

 Ancestors (11)

 View article source

 Discussion (0)

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.

  See all articles in the same topic Create my own version