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The likelihood ratio method for confidence interval estimation of survival or life-time probabilities is investigated for censored data. This approach depends on a constrained product-limit estimator for the survival function. The likelihood method is compared with two alternative methods based on normal approximations to the product-limit estimator for several cases of uncensored and randomly censored samples. The methods are generalized for the ratio of two survival probabilities.
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Thomas et al. (1975) studied this question.
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