  This paper considers the nonparametric maximum likelihood estimator (MLE) for
the joint distribution function of an interval censored survival time and a
continuous mark variable. We provide a new explicit formula for the MLE in this
problem. We use this formula and the mark specific cumulative hazard function
of Huang and Louis (1998) to obtain the almost sure limit of the MLE. This
result leads to necessary and sufficient conditions for consistency of the MLE
which imply that the MLE is inconsistent in general. We show that the
inconsistency can be repaired by discretizing the marks. Our theoretical
results are supported by simulations.
