In this paper we propose two simple algorithms to estimate parameters £] and baseline survival function in Cox proportional hazard model with application to Massachusetts Health Care Panel Study (MHCPS) (Chappell, 1991) data which is a left truncated and interval censored data. We find that, in the estimation of £] and baseline survival function, Kaplan and Meier algorithm is uniformly better than the Empirical algorithm. Also, Kaplan and Meier algorithm is uniformly more powerful than the Empirical algorithm in testing whether two groups of survival functions are the same. We also define a distance measure D and compare the performance of these two algorithms through £] and D.