Choose a parametric baseline hazard and fit
Under independent right censoring, the full survival likelihood is
Estimate by maximum likelihood estimation and test with a likelihood-ratio test, Wald test, or score test. Equality of the two event-time distributions is exactly within this model.
For each observed event with , let be its risk set. The Cox partial likelihood is
Maximize it to obtain , estimate its variance from the observed partial information, and test using a partial likelihood-ratio test, Wald test, or score test. A positive fitted coefficient means the group with has the larger hazard.
Under a country-specific constant hazard survival model, let be the number of deaths and the total person-time at risk in country . The likelihood is proportional to
so the maximum-likelihood estimator is . Test by a likelihood-ratio test, score test, or Wald test; equivalently, give a Poisson distribution with mean and test the country coefficient in a Poisson regression with offset .