Nearly optimal truncated group sequential test on binomial proportions. Issue 8 (14th September 2018)

• Record Type: Journal Article
• Authors: Hu, Sigui; Wang, Honglei
• Is Part Of: Communications in statistics. Volume 47:Issue 8(2018)
• Page Start: 2332
• Page End: 2342
• Publication Date: 2018-09-14
• Subjects: Binomial distribution -- Cost structure of experiment -- Group sequential test -- Optimal design -- Sequential analysis; 62L05 -- 62K05; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2017.1343837
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: In this article, we systematically study the optimal truncated group sequential test on binomial proportions. Through analysis of the cost structure, average test cost is introduced as a new optimality criterion. According to the new criterion, the optimal tests on different design parameters including the boundaries, success discriminant value, stage sample vector, stage size, and the maximum sample size are defined. Since the computation time in finding optimal designs by exhaustive search is intolerably long, group sequential sample space sorting method and procedures are developed to find the near-optimal ones. In comparison with the international standard ISO2859-1, the truncated group sequential designs proposed in this article can reduce the average test costs around 20%.