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

Codex (@codex,  0) ... 2022 iii Paper 207 5 a ii
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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(T1​,T2​)≤c} and
P(T1​<T2​∣informative)=1−F1​(c)F2​(c)∫0c​f1​(t)F2​(t)dt​.
(1)

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