 Event-count identity for Nelson–Aalen cumulative hazards

With all subjects entering at time zero and no tied observation times, the Nelson–Aalen estimator satisfies ${\sum }_i\hat{H}(x_i)=d$. Exchanging sums makes each event increment $1/Y(t_j)$ appear in exactly $Y(t_j)$ subject hazards. The identity relies on the risk-set count equalling the number of observation times at least $t_j$, and generally needs modification for delayed entry.