Assume that the counting processes have intensity processes of the form where the Yi(t) are at risk indicators. a) Show that the log-likelihood function is given by (5.8), and derive the score...

Assume that the counting processes

have intensity processes of the form

where the Yi(t) are at risk indicators.

a) Show that the log-likelihood function is given by (5.8), and derive the score functions for β and k.

b) Show that the expected information matrix [cf. (5.7)] takes the form given in.

c) Derive the observed information matrix. Do the observed and expected information matrices coincide?