A sequential test is considered for comparing two exponential survival curves with unknown failure rates θ 1 , θ 2 > 0. The survival times are censored by both real time and an independent censoring variable. It is shown how very weak expansions for the bivariate version of the signed root transformation may be used to construct an approximate confidence interval for δ = log(θ 1 θ 2 ) following the test. The accuracy of the method is illustrated by simulation results for several sequential tests and data-dependent allocation rules.