I have always heard 10 - 12 years. I had a 12 yr old nubian who was still producing 2 gallons a day when I sold her, so I think she would have lived a few years longer. If they are taken care of properly, any animal can live well past it's life expectancy.
One of the ladies in the local goat club has around sixty or so does, and has kept goats for many years -- she says hers average around fourteen years. She's got her nutritional program down pat, though.