Suppose that the time to death X has an exponential distribution with hazard rate A and that the right-censoring time C is exponential with hazard rate 0. Let T Assume that X and C are independent. min(X, C) and 8 = 1 if X < C;0,if X > C. (a) Find P(8 = 1) (b) Find the distribution of T. (c) Show that 8 and T are independent. (d) Let (Ti, 8,),..., (Tn, 8n) be a random sample from this model. Show that the maximum likelihood estimator of d is E, 8;/E- T. Use i=1 parts a-c to find the mean and variance of Ä.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Solve all parts of the following question. Show all work.

Suppose that the time to death X has an exponential distribution with
hazard rate A and that the right-censoring time C is exponential with
hazard rate 0. Let T =
Assume that X and C are independent.
min(X, C) and 8 = 1 if X < C;0, if X > C.
(a) Find P(8
1)
(b) Find the distribution of T.
(c) Show that ô and T are independent.
(d) Let (T, 8,), ..., (Tn, 8n) be a random sample from this model. Show
that the maximum likelihood estimator of A is E, 8;/ T. Use
•.• 2
parts a-c to find the mean and variance of Â.
Transcribed Image Text:Suppose that the time to death X has an exponential distribution with hazard rate A and that the right-censoring time C is exponential with hazard rate 0. Let T = Assume that X and C are independent. min(X, C) and 8 = 1 if X < C;0, if X > C. (a) Find P(8 1) (b) Find the distribution of T. (c) Show that ô and T are independent. (d) Let (T, 8,), ..., (Tn, 8n) be a random sample from this model. Show that the maximum likelihood estimator of A is E, 8;/ T. Use •.• 2 parts a-c to find the mean and variance of Â.
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