Prediction intervals for survival data

This paper concerns large sample prediction intervals for the survival times of a future sample based on an initial sample of censored survival data. Simple procedures are developed for obtaining non‐parametric and exponential prediction intervals for the future sample quantiles; the non‐parametric interval results from inversion of an appropriate test statistic. A simulation study performed under various conditions evaluates the accuracy of the proposed intervals. An adjuvant chemotherapy study of breast cancer patients illustrates the methodology.