 Solution

Letand let $C$ be the common partial likelihood contribution from the first $n-3$ observations. Since $t_{n-2}>x_{n-2}$, the three possible complete-data tail orderings and their partial likelihoods areTheir sum isWhen individual $n-2$ is right-censored at $x_{n-2}$, that individual leaves the risk set before the event at $x_{n-1}$, so the directly calculated Cox partial likelihood is also $C,a/(a+b)$. Summing over the unobserved compatible event orderings therefore reproduces the censored-data partial likelihood.