The Annals of Statistics

An O'Brien-Fleming sequential trial for comparing three treatments

Rebecca A. Betensky

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Abstract

We consider a sequential procedure for comparing three treatments with the goal of ultimately selecting the best treatment. This procedure starts with a sequential test to detect an overall treatment difference and eliminates the apparently inferior treatment if this test rejects the equality of the treatments. It then proceeds with a sequential test of the remaining two treatments. We base these sequential tests on the stopping boundaries popularized by O'Brien and Fleming. Our procedure is similar in structure to that used by Siegmund in conjunction with modified repeated significance tests. We compare the performances of the two procedures via a simulation experiment. We derive analytic approximations for an error probability, the power and the expected sample size of our procedure, which we compare to simulated values. Furthermore, we propose a modification of the procedure for the comparison of a standard treatment with experimental treatments.

Article information

Source
Ann. Statist. Volume 24, Number 4 (1996), 1765-1791.

Dates
First available in Project Euclid: 17 September 2002

Permanent link to this document
http://projecteuclid.org/euclid.aos/1032298294

Digital Object Identifier
doi:10.1214/aos/1032298294

Mathematical Reviews number (MathSciNet)
MR1416659

Zentralblatt MATH identifier
1076.62545

Subjects
Primary: 62L10: Sequential analysis
Secondary: 62N10

Keywords
Repeated significance test ranking procedure boundary crossing

Citation

Betensky, Rebecca A. An O'Brien-Fleming sequential trial for comparing three treatments. Ann. Statist. 24 (1996), no. 4, 1765--1791. doi:10.1214/aos/1032298294. http://projecteuclid.org/euclid.aos/1032298294.


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