AbstractWe consider the problem of comparing cumulative incidence functions of non‐mortality events in the presence of informative coarsening and the competing risk of death. We extend frequentist‐based hypothesis tests previously developed for non‐informative coarsening and propose a novel Bayesian method based on comparing a posterior parameter transformation with its expected distribution under the null hypothesis of equal cumulative incidence functions. Both methods use estimates derived by extending previously published estimation procedures to accommodate censoring by death. The data structure and analysis goal are exemplified by the AIDS Link to the Intravenous Experience (ALIVE) study, where researchers are interested in comparing incidence of human immunodeficiency virus seroconversion by risk behavior categories. Coarsening in the forms of interval and right censoring and censoring by death in ALIVE is thought to be informative; thus, we perform a sensitivity analysis by incorporating elicited expert information about the relationship between seroconversion and censoring into the model. Copyright © 2008 John Wiley & Sons, Ltd.