Group sequential tests under fractional Brownian motion in monitoring clinical trials

被引：0
|
作者：
Dejian Lai
机构：
[1] University of Texas Houston,School of Public Health
[2] Jiangxi University of Finance and Economics,Faculty of Statistics
来源：
Statistical Methods and Applications | 2010年 / 19卷
关键词：
Clinical trials; Fractional Brownian motion; Group sequential design; Hurst coefficient;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Group sequential tests have been effective tools in monitoring long term clinical trials. There have been several popular discrete sequential boundaries proposed for modeling interim analysis of clinical trials under the assumption of Brownian motion for the stochastic processes generated from test statistics. In this paper, we study the five sequential boundaries in Lan and DeMets (Biometrika 70:659–663, 1983) under the fractional Brownian motion. The fractional Brownian includes the classic Brownian motion as a special case. An example from a real data set is used to illustrate the applications of the boundaries.
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页码：277 / 286
页数：9
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