Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 46 5 a Solution Created 2026-10-03 Updated 2026-10-14
The population survivor function is the probability that a randomly selected person, averaging over their unobserved frailty, has not experienced the event by time . Here the conditional hazard is constant, so the conditional survival is . For , the uniform frailty density equals one on its interval, giving the uniform frailty survival mixtureAt its continuous extension is , since the numerator is . This is the Laplace transform of the uniform frailty density at argument . It is not : averaging individual survivor functions does not equal exponentiating the mean hazard. If , every individual hazard is zero and .
Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 46 5 b Solution Created 2026-10-03 Updated 2026-10-14
At time zero there has been no survival selection, so the population hazard of a survival mixture is the original mean individual hazard:At very large times, surviving individuals overwhelmingly come from the smallest-frailty end of the distribution. Their hazards approach the lower endpoint , soFor a direct check, differentiating the logarithm of the uniform frailty survival mixture givesIts expansion at zero is , and its large-time limit is . The changing population hazard does not imply that an individual's hazard declines. The decreasing population hazard under constant individual hazards identity makes the selection mechanism precise: with ,It follows by differentiating the ratio . Thus the surviving mixture becomes less frail over time even though every conditional hazard is constant.
Uniform frailty survival mixture and declining population hazard despite constant individual hazards
. Details. The figure takes . The population survivor curve averages conditional exponential curves, while its hazard falls from the initial mean to the minimum individual hazard.
