On asymptotic normality in estimation after a group sequential trial. Issue 4 (1st October 2020)

• Record Type: Journal Article
• Authors: Berckmoes, Ben; Ivanova, Anna; Molenberghs, Geert
• Is Part Of: Sequential analysis. Volume 39:Issue 4(2020)
• Page Start: 443
• Page End: 466
• Publication Date: 2020-10-01
• Subjects: Asymptotic normality -- confidence interval -- group sequential trial -- sample mean; 62L12; Sequential analysis -- Periodicals; 519.54
• DOI: 10.1080/07474946.2020.1826784
• Languages: English
• ISSNs: 0747-4946

Abstract

Abstract: We prove that in many realistic cases, the ordinary sample mean after a group sequential trial is asymptotically normal if the maximal number of observations increases. We derive that it is often safe to use naive confidence intervals for the mean of the collected observations, based on the ordinary sample mean. Our theoretical findings are confirmed by a simulation study.