Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 207 4 b i Solution Created 2026-10-03 Updated 2026-10-05
Let be the distinct observed event times, the risk set size immediately before , and the events there. Under independent censoring, the Kaplan–Meier estimator isIt starts at one, jumps down at events, and is unchanged by a pure censoring time; right censoring removes people from subsequent risk sets. If events and censorings coincide, the convention here processes events before censoring, so those censored at the recorded time are included just before the event. The estimated median is the first time the curve reaches or falls below . If it never does during observation, the median is not estimable from the observed curve without tail assumptions.
With one remaining individual censored at , no event factor is introduced. HenceThis is the terminal observed step value. With an empty risk set after , continued horizontal plotting is a convention and supplies no information about the true later survivor function. The tail rests on one person and is imprecise; this is terminal censoring and survival-mean identifiability. If , the unrestricted mean cannot be obtained nonparametrically from this censored tail: extending the last positive step to infinity would give an infinite area, which does not establish an infinite population mean. A restricted mean survival time up to a suitably supported finite cutoff remains estimable.