Optimal Two-Sided Group Sequential Tests

John D. Eales; Christopher Jennison

doi:10.1080/07474949508836337

Optimal Two-Sided Group Sequential Tests

John D. Eales, Christopher Jennison

Department of Mathematical Sciences

University of Plymouth

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	273-286
Number of pages	14
Journal	Sequential Analysis
Volume	14
Issue number	4
DOIs	https://doi.org/10.1080/07474949508836337
Publication status	Published - 1 Jan 1995

Bibliographical note

Copyright:
Copyright 2015 Elsevier B.V., All rights reserved.

Keywords

Bayes decision problem
clinical trial
efficiency
group
optimality
sequential tests

ASJC Scopus subject areas

Statistics and Probability
Modelling and Simulation

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10.1080/07474949508836337

Cite this

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Optimal Two-Sided Group Sequential Tests

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

Access to Document

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