“…Assuming n = 99, m = 50 and Ď„ = 0.7, the competing risks of the type I HCS are summarized by t = {(0.04, 2), (0.042, 2), (0.051, 2), (0.062, 2), (0.159, 1), (0.163, 2), (0.179, 2), (0.189, 1), (0.191, 1), (0.198, 1), (0.200, 1), (0.206, 2), (0.207, 1), (0.220, 1), (0.222, 2), (0.228, 2), (0.235, 1), (0.245, 1), (0.249, 2), (0.250, 1), (0.252, 2), (0.256, 1), (0.261, 1), (0.265, 1), (0.266, 1), (0.28, 1), (0.282, 2), (0.317, 1), (0.318, 1), (0.324, 2), (0.333, 2), (0.341, 2), (0.343, 1), (0.356, 1), (0.366, 2), (0.383, *), (0.385, *), (0.399, *), (0.403, 1), (0.407, 2), (0.414, 1), (0.420, 2), (0.428, 1), (0.431, 2), (0.432, 1), (0.441 2), (0.461, 2), (0.462, 2), (0.482, 2), (0.495, 1)}}. That is, the type I HCS competing risks have (n 1 , n 2 , n 3 , r) = (24,23,3,50).…”