Past exam of the mathematics course of the University of Cambridge / 2025 / iii / Paper 207 / 6 / b

Survival preferentially selects smaller frailties, so $\mathbb{E}[U\mid T\ge t]$ generally decreases with $t$. For the two-point distribution,At $t=0$ this equals $g(u)$, andIt decreases from $1$ to $1/2$, demonstrating survivor selection toward the less frail class.