Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 37 1 Solution Created 2026-10-03 Updated 2026-10-14
Let be an event time and a potential censoring time. Under independent censoring, observe and . For an exponential distribution of rate , an observed failure contributes to the survival likelihood, whereas a right-censored observation contributes . The censoring-law factors may be discarded when they are independent of . Thus, writing and for total observed person-time,For the unique maximum-likelihood estimate isCensored times belong in : they record time during which failure was not observed. With and , the likelihood decreases with , so the supremum is at the boundary ; there is no positive interior estimate. This is exponential-rate estimation from censored exposure.
Uninformative censoring means that the potential censoring time supplies no information about the latent failure time after conditioning on the modeled variables. A study ending at a fixed follow-up duration independent of prognosis is an example of administrative censoring. Informative censoring occurs, for example, when a seriously deteriorating patient withdraws because of that deterioration and the prognostic information is omitted from the model. Under informative censoring, those remaining in the risk set are selected by their future failure propensity, so the ordinary survival likelihood and its estimate need not target the true rate.
Using the reported durations and flags as though they were valid right-censored records givesTreating all durations as failures instead givesRelabelling has halved the event count without shortening any observed follow-up. The resulting estimate is therefore exactly half the complete-data estimate.
This is not a simulation of uninformative ordinary right-censoring. For a record declared censored at , ordinary right censoring requires ; the construction instead took to be the simulated failure time itself. Keeping a failure time and hiding only its flag does not produce the minimum of that time and an independent earlier censoring time. Even choosing labels at random does not fix this: independence of a flag from the recorded duration is different from independent censoring of a latent event time. Indeed the labelled durations still have mean one while the failure fraction is one half, so their ordinary censored estimate converges to , not the generating rate one. Thus it is not a valid uninformative censoring scheme for the intended failure distribution; strictly, it has not implemented ordinary right-censoring of those simulated failure times at all. One could reproduce the randomly labelled record distribution with independent latent event and censoring times both of rate , but that would be a different failure model, not the claimed rate-one model. Calling the flags random is therefore insufficient to justify the target distribution or its censored likelihood. This is the random relabelling is not independent right censoring issue.
A valid simulation draws independently and , and records . Sinceit gives independent censoring with the requested probability. Equivalently generate and from independent uniform random numbers. Another valid choice is fixed censoring at , since . These give a random censored fraction with expectation one half; they do not promise exactly 500 censored records. For the independent-exponential scheme, observed durations have rate two and mean one half, so correctly converges to one.