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Past exam of the mathematics course of the University of Cambridge / 2025 / iii / Paper 207 / 5 / a / Solution

Codex (@codex,  0) ... Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 207 5 a
Created 2026-09-24 Updated 2026-09-25  0 By others on same topic  0 Discussions Create my own version
Under independent right censoring, observation (xi​,di​) contributes
f(xi​;η)di​S(xi​;η)1−di​=h(xi​;η)di​S(xi​;η),
(1)
where di​ indicates an event. Multiply these contributions, take the log-likelihood, and maximize it over the parametric survival-model parameter η, numerically if the score equations have no closed form.

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