Repeated confidence intervals and prediction intervals using stochastic curtailment under fractional Brownian motion

Qiang Zhang, Dejian Lai and Barry R. Davis

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 14, 4295-4306

Abstract: Repeated confidence intervals (RCIs) and prediction intervals (PIs) can be used for the design and monitoring of group sequential trials. Stochastically curtailed tests (SCTs) under fractional Brownian motion (FBM) have been studied for the interim analysis of clinical trials (Zhang et al., 2015). In this article, we derive RCIs and PIs based on SCTs under FBM for one-sided derived tests (Jennison and Turnbull, 2000). Comparisons of RCI width and sample size requirement are made to those under Brownian motion (BM) and to those of Pocock and O'Brien-Fleming design types for various type I, type II error rates, and number of interim analyses. Interim data from Beta-Blocker Heart Attack Trial are used to illustrate how to design and monitor clinical trials using these RCIs and PIs under FBM. Results show that these one-sided derived tests based on SCTs have narrower final confidence intervals and require smaller sample sizes than those using classical group sequential designs. The Hurst parameter has more impact on the RCI width than on the sample size requirements for the proposed designs.

Date: 2016
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2014.919400 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:14:p:4295-4306

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2014.919400

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().