Approximate confidence intervals for probabilities of survival and quantiles in life-table analysis

For survival probabilities with censored data, Rothman (1978, Journal of Chronic Diseases 31, 557-560) has recommended the use of quadratic confidence limits based on the assumption that the product of the 'effective' sample size at time t and the life-table estimate of the survival probability past time t follows a binomial distribution. This paper shows that the proposed confidence limits are asymptotically correct for continuous survival data. These intervals, as well as those based on the arcsine transformation, the logit transformation and the log(--log) transformation, are compared by simulation to those based on Greenwood's formula--the usual method of interval estimation in life-table analysis. With large amounts of data, the alternatives to the Greenwood method all produce acceptable intervals. On the basis of overall performance, the intervals suggested by Rothman are preferred for smaller samples. Any of these methods may be used to generate confidence sets for the median survival time or for any other quantile.