Some new confidence intervals for Kaplan-Meier based estimators from one and two sample survival data.

The restricted mean survival time (RMST) has been popularly used to assess the treatment effect in survival trials. Greenwood's formula is often used to estimate the variance of RMST, and the resulting Wald confidence interval (CI) tends to be liberal in small and moderate samples. We propose the empirical likelihood ratio, score-type, and loglog transformed CIs for RMST in a single sample. The method of variance estimates recovery technique is used to derive the CIs for the difference and ratio parameters in the two sample inference. A variance estimate, which assumes equal survival curves, but possibly different censoring rates in the two groups, is proposed for comparing two groups. The new variance estimate shows excellent performance in testing for superiority, and also works well for a noninferiority test with a small margin, and for the interval estimation when the two survival curves are close. We use similar techniques to construct CIs for comparing two milestone survival probabilities. Numerical examples are used to assess these interval estimation methods.