Question: (b) We can estimate the cumulative hazard function by H(x) = - In(1 - F(x)) where F(x) is the empirical distribution. An alternative is the

 (b) We can estimate the cumulative hazard function by H(x) =

(b) We can estimate the cumulative hazard function by H(x) = - In(1 - F(x)) where F(x) is the empirical distribution. An alternative is the Nelson-Aalen estimator, defined by n H (x) = > I(X(i) 0. (Hint: Use the approximation k n In n - k i= 1 n- 2+1 which is valid for large k and n with k

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