An improved method for deriving optimal one-sided group sequential tests

John D. Eales, Christopher Jennison

Research output: Contribution to journalArticlepeer-review


SUMMARY. We derive one-sided group sequential tests for normal responses which minimize expected sample size; minimization is at a single value of the normal mean or integrated with respect to a normal density. The methods employed are much faster and also numerically more stable than those of Jennison (1987). They provide solutions for cases with as many as 200 groups and, for small numbers of groups, facilitate optimization over the choice of group sizes. We present a new method for constructing near-optimal tests when group sizes are unpredictable, based on interpolating the error spending function of an optimal test with a large number of groups.

Original languageEnglish
Pages (from-to)13-24
Number of pages12
Issue number1
Publication statusPublished - 1 Mar 1992

Bibliographical note

Copyright 2010 Elsevier B.V., All rights reserved.


  • Baycs decision problem
  • Clinical trial
  • Efficiency
  • Group sequential tests
  • Unequal and unpredictable group sizes

ASJC Scopus subject areas

  • Statistics and Probability
  • General Mathematics
  • Agricultural and Biological Sciences (miscellaneous)
  • General Agricultural and Biological Sciences
  • Statistics, Probability and Uncertainty
  • Applied Mathematics


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