Optimal Two-Sided Group Sequential Tests

John D. Eales, Christopher Jennison

Research output: Contribution to journalArticlepeer-review

Abstract

We derive two-sided group sequential tests for normal responses with known variance which minimise expected sample size; minimisation is at a single value of the normal mean or integrated with respect to a normal density. In deriving these tests we use a method analogous to that used by Eales and Jennison (1992) to compute optimal one-sided tests. We present a comparison of our optimal tests with existing tests.

Original languageEnglish
Pages (from-to)273-286
Number of pages14
JournalSequential Analysis
Volume14
Issue number4
DOIs
Publication statusPublished - 1 Jan 1995

Keywords

  • Bayes decision problem
  • clinical trial
  • efficiency
  • group
  • optimality
  • sequential tests

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation

Cite this