Pablo Hidalgo (LucasFilm's and then Disney's canon expert, high level employee and creative mind) conclusively confirmed the fact on his Twitter account. The only caveat is that - at least in early 2016 - his twitter account had an explicit note that the twitter feed is NOT to be considered a canonical source.
Pablo Hidalgo on Twitter just confirmed that Snoke isn't Plagueis (or rather, that Plagueis "truly, deeply" died.
Witka @timvitkuske Apr 30
@pablohidalgo Can you confirm that Snoke is NOT Plagueis? Can you confirm that Plagueis is dead?
Pablo Hidalgo @pablohidalgo
@timvitkuske Plagueis was killed by his apprentice. He's dead.
And further in a later tweet:
Witka @timvitkuske May 8
@pablohidalgo my real question to put it to rest, is did Plagueis' spirit survive physical death through the dark side? @colliderjedicouncil
Pablo Hidalgo @pablohidalgo
@timvitkuske he was said to possess the ability to keep loved ones from dying. Not himself. His apprentice killed him.
... and just to be absolutely sure:
Pablo Hidalgo @pablohidalgo May 8
@Daniel_Outhier @Gary_Thursby @timvitkuske Sidious killed Plagueis. Ascending to master. As is the way of the Sith.
Marissa Talchi @MarissaTalchi
@pablohidalgo @Daniel_Outhier @Gary_Thursby @timvitkusk You didn't answer the Q. Is he actually dead or does Sidious think he's dead?
Pablo Hidalgo @pablohidalgo
@MarissaTalchi @Daniel_Outhier @Gary_Thursby I said Sidious killed Plagueis. He killed him. Killed. As in "to kill". Like, there was killing
4:10 PM - 8 May 2016
This info largely cloned from my earlier to Snoke/Plagueis question
Disney Pre-Episode VII canon:
We don't know. All we know is 100% contained in Sidious' words to Anakin, and as you wisely noted, there's nothing to stop him from telling the truth "from a certain point of view", to use Obi-Wan's terminology.
Matthew Stover's RotS novelization doesn't offer anything earth-shatteringly new over the film:
“Oh, well, it is a tragedy, after all, you know. Once he has gained this ultimate power, he has nothing to fear save losing it—that’s why the Jedi Council brought him to mind, you know.”
“But what happened?”
“Well, to safeguard his power’s existence, he teaches the path toward it to his apprentice.”
“And his apprentice kills him in his sleep,” Palpatine said with a careless shrug. “Plageuis never sees it coming. That’s the tragic irony, you see: he can save anyone in the galaxy from death—except himself.”
“What about the apprentice? What happens to him?”
“Oh, him. He goes on to become the greatest Dark Lord the Sith have ever known …”
“So,” Anakin murmured, “it’s only a tragedy for Plagueis—for the apprentice, the legend has a happy ending …”
Typically, Wrede's Junior Novelization is even more condensed:
“Unfortunately, he taught his apprentice everything he knew—and then the apprentice killed him in his sleep.” Palpatine smiled slightly. “It’s ironic that he could save others from death, but not himself.”
Disney Episode VII canon:
It's unknown at this time, but there are multiple hints which people interpreted as Supreme Leader Snoke being Plagieis.
NOTE: Even if that theory is true (personally, I regard it as unlikely as explained in my Snoke/Plagueis answer), it STILL doesn't prove that Sidious lied - it could be that he thought he killed Plagueis, and either Plagueis tricked him; and didn't die; OR that he "resurrected" himself via his mastery over the Force and Midichlorians that Sidious was telling Anakin about.
"Plagueis" novel by Luceno explains Sidious' thought process: he basically already considered himself the Master, and Plagueis merely a useful pawn/teacher combination, not a genuine Master.
“I could save you, of course. Return you from the brink, as you did Venamis. I could retask your body to repair the damage already done to your lungs, your hearts, your aged brain. But I’ll do no such thing. The idea here is not to drag you back at the last moment, but to bring you to death’s door and shove you through to the other side.”
Sidious sighed. “A tragedy, really, for one so wise. One who could oversee the lives and deaths of all beings, except himself.”
The Muun’s eyes had begun to bulge; his pale flesh, to turn cyanotic.
“You may be wondering: when did he begin to change?
“The truth is that I haven’t changed. As we have clouded the minds of the Jedi, I clouded yours. Never once did I have any intention of sharing power with you. I needed to learn from you; no more, no less. To learn all of your secrets, which I trusted you would eventually reveal. But what made you think that I would need you after that? Vanity, perhaps; your sense of self-importance. You’ve been nothing more than a pawn in a game played by a genuine Master.
A cruel laugh escaped him.
“Reflect back on even the past few years—assuming you have the capacity. Yinchorr, Dorvalla, Eriadu, Maul, the Neimoidians, Naboo, an army of clones, the fallen Jedi Dooku … You think these were your ideas, when in fact they were mine, cleverly suggested to you so that you could feed them back to me. You were far too trusting, Plagueis. No true Sith can ever really care about another. This has always been known. There is no way but my way.”
Sidious’s eyes narrowed. “Are you still with me, Plagueis? Yes, I detect that you are—though barely.
Moreover, we know that Sidious did not actually take the Rule of Two for a gospel: first, he himself had multiple simultaneous apprentices; second, he never ever intended to let an apprentice beat him
The latter is confirmed by WoG: "Plagueis"'s author James Luceno in an interview said:
Q: Is it safe to say that Sidious did not follow the Rule of Two?
A: Sidious doesn't follow rules of any sort.
Even more ironically, Plagueis himself didn't believe in the Rule of Two and intended to rule forever, as he told HIS master when he killed him:
Plagueis pried the Bith’s thin hand from the fabric and grinned faintly. “Yes, Master, your death comes at my bidding. You said yourself that perpetuation with purpose is the way to victory, and so it is. Go to your grave knowing that you are last of the old order, the vaunted Rule of Two, and that the new order begins now and will for a thousand years remain in my control.”