Answer:
Most people who experience a tornado survive it. An F4 tornado will level most houses but in many cases a basement provides adequate protection. Even then, Only the strongest part of an F4 tornado has the power to produce F4 damage, so you have a good chance of being spared the worst of the tornado. On rare, and I put emphasis or rare, occasions people have even been carried by F4 tornadoes and lived.
Even an F5 tornado is survivable, partly because most buildings aren't hit by the full force of F5 winds.
As to the weaker categories mentioned in the first answer, An F3 tornado will usually leave at least a few interior walls standing so it is possible take shelter in a central room if you don't have a basement.
An F2 will tear the roof off a house and so, will probably is unlikely to kill or seriously hurt someone in a substantial structure. However, an F2 can completely destroy a trailer home which is a weak structure. A significant portion of tornado deaths are in trailers.
F1 tornadoes rarely kill, many deaths from tornadoes result from fallen trees and overturned trailers.
F0 tornadoes are even less likely to kill but they can still bring down trees.
Most tornadoes are weak and are not killers.
Consider the statistics; the United States gets more than 1000 tornadoes every year that usually kill a total of 60-80 people