Please answer part a of the question below. Show all work.

Question 2: Let T = min(X, C) where X is the failure time, C the censoring variable and W a covariate vector. Consider the following estimating equation E (W ; S(1) ( B, u) dN; (u), (1) n S(0) ( B, u) where for k = 0, 1 n S ( k) ( B, t ) = - C(w; ) t) eB'Wi i=1 Here, for a vector v, 80 = 1, vol = v. a) (30%). Let M(t) be the martingale associated with N(t). That is, N(t) = M(t) + A(t|W). Show that if dAi(uWi) = Yi(u)do(u)eB'Widu for some function do(u), then S(1) ( B, u ) S(1) ( B, u ) dM; (u) S(0) ( B, u ) dN; (u) = > > Wi n S(O) ( B, u) j=1 =1