Fractional Brownian motion and clinical trials

Dejian Lai, Barry Davis and Robert Hardy

Journal of Applied Statistics, 2000, vol. 27, issue 1, 103-108

Abstract: The purpose of this paper is to extend the widely used classical Brownian motion technique for monitoring clinical trial data to a larger class of stochastic processes, i.e. fractional Brownian motion, and compare these results. The beta-blocker heart attack trial is presented as an example to illustrate both methods.

Date: 2000
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/02664760021853 (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:japsta:v:27:y:2000:i:1:p:103-108

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20

DOI: 10.1080/02664760021853

Access Statistics for this article

Journal of Applied Statistics is currently edited by Robert Aykroyd

More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().