The quantity
is the observed-minus-expected group-1 event count at time . A positive value is local evidence that group 1 has the greater hazard function; a negative value points toward group 0.
Let be the at-risk process and the counting process for observed events. Over a short interval, the multiplicative-intensity model gives
where is the hazard function and the cumulative hazard function. Solving this relation for the infinitesimal hazard increment suggests . Summing over distinct event times gives the Nelson–Aalen estimator
where events occur among individuals at risk. Here there are no ties, so .
Writing the two functions in the question as survivor functions, . Since ,
Differentiating at times where the hazard functions exist gives . Their hazard ratio is therefore the constant , so they form a proportional hazards family.
A proportional hazards family has hazard functions related by
where the hazard ratio is positive and independent of time. Equivalently, its cumulative hazard functions satisfy and its survivor functions satisfy .
Construct the two countries' period-specific risk sets with the same left truncation and right censoring rules, then compare their event counts by a Log-rank test. This is a nonparametric comparison because it does not specify the shape of either country's hazard function.