Simultaneous non-parametric confidence intervals for survival probabilities from censored data

In medical studies with censored data Kaplan and Meier's product limit estimator has frequent use as the estimate of the survival function. Simultaneous confidence intervals for the survival function at various time points constitute a useful addition to the analysis. This study compares several such methods. We consider in a simulation investigation two whole curve confidence bands and four methods based on the Bonferroni inequality. The results show that three Bonferroni-type methods are essentially equivalent, all being better than the other methods when the number of time points is small (3 or 5).