A proportional hazards model assigns individual the hazard function , where is the baseline hazard for multiplier one and is a time-constant hazard multiplier. In a Cox proportional-hazards model, for a covariate vector and coefficient vector ; ratios are constant whenever the baseline is nonzero.
Assume independent individuals, independent censoring conditional on the covariates, and no tied events. Immediately before an event at , condition on its observed risk set and one event in a small time interval. The individual event probability is , while the total is . Their limiting ratio is . Multiplication over observed events gives the Cox partial likelihood
The unspecified baseline hazard cancels. This is the usual successive conditional event contribution defining the partial likelihood, not the full event-time likelihood conditioned simultaneously on all event times.
For the four individuals the successive event risk sets are , and . Individual leaves at its right censoring time and contributes no event numerator. Consequently
The last event contributes one and carries no further relative-risk information.
Because , the three possible complete event orders are , , and . Write and . Their partial likelihoods, with the final singleton factor omitted, are respectively
Adding first and gives , and therefore
Thus
This is Cox rank-likelihood deletion consistency: summing out the unobserved position of leaves the relative order information in the observed events. It is an algebraic marginalization of complete-order probabilities under time-constant hazard multipliers. It does not include the probability density function of the actual censoring time, establish the distribution of given all observed times, or justify informative censoring. Ignoring the censoring mechanism in the survival analysis still requires independent censoring given the modeled covariates.