I am sure there is life forms out there, but if we would ever detect them, it would be through SETI who searches for artificially generated radio signals in the universe (although so far no success). To get to earth would require a massive self sustaining spaceship considering there is no place to stop for fuel, or food for at least hundreds of lightyears. A massive ship would be pretty easy to detect and the whole world would know if there was one nearby.
As for people who claim to have been abducted by aliens, either they are kind of cuckoo in the head or they just want media attention.
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