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August 1996 An O'Brien-Fleming sequential trial for comparing three treatments
Rebecca A. Betensky
Ann. Statist. 24(4): 1765-1791 (August 1996). DOI: 10.1214/aos/1032298294


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.


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Rebecca A. Betensky. "An O'Brien-Fleming sequential trial for comparing three treatments." Ann. Statist. 24 (4) 1765 - 1791, August 1996.


Published: August 1996
First available in Project Euclid: 17 September 2002

zbMATH: 1076.62545
MathSciNet: MR1416659
Digital Object Identifier: 10.1214/aos/1032298294

Primary: 62L10
Secondary: 62N10

Keywords: Boundary crossing , ranking procedure , repeated significance test

Rights: Copyright © 1996 Institute of Mathematical Statistics


Vol.24 • No. 4 • August 1996
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