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Group sequential tests under fractional Brownian motion in monitoring clinical trials

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Abstract

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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Authors and Affiliations

  1. School of Public Health, University of Texas Houston, Houston, TX, 77030, USA

    Dejian Lai

  2. Faculty of Statistics, Jiangxi University of Finance and Economics, Nanchang, China

    Dejian Lai

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  1. Dejian Lai
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Correspondence to Dejian Lai.

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Lai, D. Group sequential tests under fractional Brownian motion in monitoring clinical trials. Stat Methods Appl 19, 277–286 (2010). https://doi.org/10.1007/s10260-010-0138-8

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  • DOI: https://doi.org/10.1007/s10260-010-0138-8

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