When we look at statistics in how we can even begin to compare this apples to oranges analogy we should look to the people who know them best…the FBI.

1.  According to the FBI when looking at officers who are killed in a fight only 10 percent of those who were shot actually died yet a whopping 30% who were stabbed died from their injuries.
2. Knives do not have a line of fire! While yes guns are deadly they are only deadly if you are in the direct path of the bullet! Even if you are in a range of 3-6′ a bullet has a 1 in 4 chance of actually hitting you.
3. Knives don't need ammo. Let's face it this is a big one. Guns are fast but you have to take the time to reload them. Not the case with knives.
4. Knives take little to no skill to use. While shooting a gun takes a lot of practice and skill to become good at a knife is simple to use.
5. Knives give off little warning. When someone pulls a gun on you chances are they are not going to point and shoot right away. Even if they do you have a few milliseconds to react. Run Hide or do whatever you need to stay alive. With knives,  they can be concealed until the moment you need them.

Now obviously you will want to prepare for protecting yourself and the ones that you no matter what weapon is in front of you. This is also not to try and convince you to give up any source of protection you may already have. It's just another way to look at knives and their importance in survival.

Source: Modern Combat