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2013 Sample size determination for group sequential test under fractional Brownian motion
Dejian Lai
Electron. J. Statist. 7: 1957-1967 (2013). DOI: 10.1214/13-EJS830


Many clinical trials are monitored through interim analysis. Group sequential tests are popular statistical tools for interim analysis. Sample size determination for interim analysis under group sequential setting is studied in comparing to the design without interim analysis. The effects on sample size determination were examined for both classic and fractional Brownian motion of the monitoring statistic. Selective results were obtained for two commonly used error spending functions with various conditions. The results showed that the drift parameter was generally smaller when $H>0.5$ under fractional Brownian motion and would lead to smaller sample sizes. The R code for carrying out the computation is also provided.


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Dejian Lai. "Sample size determination for group sequential test under fractional Brownian motion." Electron. J. Statist. 7 1957 - 1967, 2013.


Published: 2013
First available in Project Euclid: 18 July 2013

zbMATH: 1349.62549
MathSciNet: MR3084677
Digital Object Identifier: 10.1214/13-EJS830

Primary: 60G10, 62C05
Secondary: 60G15, 60G18

Rights: Copyright © 2013 The Institute of Mathematical Statistics and the Bernoulli Society


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