Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지

Accuracy of Brownian Motion Approximation in Group Sequential Methods

  • Euy Hoon Suh (Professor Department of Statistics Gyeongsang national Univeristy)
  • Published : 1999.04.01
Download PDF
⟨ Previous Next ⟩

Abstract

In this paper, some of the issue about a group sequential method are considered in the Bayesian context. The continuous time optimal stopping boundary can be used to approximate the optimal stopping boundary for group sequential designs. The exact stopping boundary for group sequential design is obtained by using the backward induction method and is compared with the continuous optimal stopping boundary and the corrected continuous stopping boundary.

Keywords

References

  1. Journal of American Statistical Association v.58 Sequential medical trials Anscombe, F.J.
  2. Ann. Math. Statist. v.36 Sequential tests for the mean of a normal distribution Ⅳ Chernoff, H
  3. Sequential analysis and optimal design Chernoff, H.
  4. Biometrika v.68 Sequential medical trials involving Paired data Chernoff, H.;Petkau, A.J.
  5. SIAM Journal on Scientific and Statical Computing v.7 Numerical methods for bayes sequential decision problems Chernoff, H.;Petkau, A.J.
  6. Sequential Analysis v.14 no.4 Optimal two-sided group sequential tests Eals, J.D.;Jennison, C.
  7. Biometrics v.70 Discrete sequential boundaries for clinical trials Lan, K.K.G.;Demets, D.
  8. Biometrics v.35 A multiple testing procedure for clinical trials O'Brien, P.C.;Fleming, T.R.
  9. Biometrika v.64 Group sequential methods in the design and analysis of clinical trials Pocock, S.J.
  10. Biometrics v.35 Allocation of Patients to treatment in clinical trials Pocock, S.J.
  11. The Design and Analysis of Sequential Clinical Trials Whitehead, J.