Asymmetric Group Sequential Designs under Fractional Brownian Motion

Zhang, Qiang

doi:10.1080/03610926.2011.606487

Cited by 4 publications

(1 citation statement)

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“…Also, the author discussed in detail multiple specific models that do not have independent increments and the motivation for the consideration of the FBM model. Zhang (2013) proposed nonbinding asymmetric group sequential designs under FBM for efficacy and futility monitoring. Algorithms for boundary derivation and sample size calculations are based on type I and type II error spending functions.…”

Section: Introductionmentioning

confidence: 99%

Stochastically Curtailed Tests Under Fractional Brownian Motion

Zhang

Lai

Davis

2014

Communications in Statistics - Theory and Methods

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Stochastic curtailment has been considered for the interim monitoring of group sequential trials (Davis and Hardy, 1994). Statistical boundaries in Davis and Hardy (1994) were derived using theory of Brownian motion. In some clinical trials, the conditions of forming a Brownian motion may not be satisfied. In this paper, we extend the computations of Brownian motion based boundaries, expected stopping times, and type I and type II error rates to fractional Brownian motion (FBM). FBM includes Brownian motion as a special case. Designs under FBM are compared to those under Brownian motion and to those of O'Brien-Fleming type tests. One-and two-sided boundaries for efficacy and futility monitoring are also discussed. Results show that boundary values decrease and error rates deviate from design levels when the Hurst parameter increases from 0.1 to 0.9, these changes should be considered when designing a study under FBM.

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Section: Introductionmentioning

confidence: 99%