
Lecture 9
Censored observations. Related
point processes
In this lecture we again consider lifetimes of individuals from the same
cohort, but now our observations are more complicated and reflect re-
alistic situations we often encounter in real life.
As we mentioned before, a cohort may consist of people of the
same generation, of the same gender and of similar health. In clinical
trials, for example, they often study the group of patients in more or
less the same initial conditions who had undergone approximately the
same treatment, say, the same type of operation.
So, there is a sequence of n independent identically distributed life-
times T
1
,T
2
,...