Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 207 / 4 / a / i

Table of contents
- Solution i

Solution

The risk set at

x_{i}

contains every individual still under observation and event-free immediately before

x_{i}

. Since the observed times are strictly ordered increasingly, these are individuals

i, i + 1, \dots, n

, so its size is

Y (x_{i}) = n - i + 1.

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