Doubly censored data arise in some cohort studies of the AIDS incubation period because the time of infection may be known only up to an interval defined by two successive screening tests for HIV antibody. A simple analytic approach is to impute the infection time by the mid-point of the interval and then apply standard survival techniques for right censored data. The objective of this paper is to investigate the statistical properties of such a mid-point imputation approach. We investigated the asymptotic bias of the Kaplan-Meier estimate, coverage probabilities of associated confidence intervals, bias in hazard ratio, and the size of the logrank test. We show that the statistical properties of mid-point imputation depend strongly on the underlying distributions of infection times and the incubation periods, and the width of the interval between screening tests. In the absence of treatment, the median incubation period of HIV infection is approximately 10 years, and we conclude that, for this situation, mid-point imputation is a reasonable procedure for interval widths of 2 years or less.