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The small-sample performance of some recently proposed nonparametric methods of constructing confidence intervals for the median survival time, based on randomly right-censored data, is compared with that of two new methods. Most of these methods are equivalent for large samples. All proposed intervals are either 'test-based' or 'reflected' intervals, in the sense defined in the paper. Coverage probabilities for the interval estimates were obtained by exact calculation for uncensored data, and by stimulation for three life distributions and four censoring patterns. In the range of situations studied, 'test-based' methods often have less than nominal coverage, while the coverage of the new 'reflected' confidence intervals is closer to nominal (although somewhat conservative), and these intervals are easy to compute.
Slud et al. (Sat,) studied this question.