Assume that p = 2 and that are indicator variables such that Show that are the Nelson-Aalen estimators of two complementary groups. Assume that X1 and X2 in (8.4) are correlated and normally...

Assume that p = 2 and that

are indicator variables such that

Show that

are the Nelson-Aalen estimators of two complementary groups.

Assume that X₁
and X₂
in (8.4) are correlated and normally distributed. Calculate the rate function with r(t) with X₁
as the only covariate and show that the rate function is linear in X₁
(Aalen, 1989).

Chapter 9