Sequential conditional probability ratio test, reverse stochastic curtailing and stochastic curtailing

被引:0
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作者
Tan, M
Xiong, XP
Kutner, MH
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O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We propose a group sequential method based on the sequential conditional probability ratio test (SCPRT) and show that it has the conservatism desired in practice. We also propose calculating the discordant probability, i.e., the probability that the sequential test result is different from the result concluded at the planned end (maximum information time) of the trial. In addition, we show that the proposed method can be used as a stochastic curtailing tool. Thus the method accommodates unplanned interim analyses and those deemed necessary based on data trends, but is less conservative than the usual stochastic curtailing. The method is implemented through an interactive computer program.
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页码:102 / 107
页数:6
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