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Richard Peto, M. C. Pike, 352. Note: Conservatism of the Approximation Σ (O - E)²/E in the Logrank Test for Survival Data or Tumor Incidence Data, Biometrics, Vol. 29, No. 3 (Sep., 1973), pp. 579-584
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Pető et al. (1973) studied this question.
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