A simple and purely nonparametric confidence interval procedure for the difference or ratio of two median failure times is proposed with censored observations. The new proposal does not involve unstable and complicated nonparametric density estimates and is valid asymptotically even when the two underlying distribution functions differ in shape. Extensive numerical studies are carried out to examine the appropriateness of the new procedure for practical sample sizes.
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Su et al. (1993) studied this question.
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