Paper Info
Title
Repeated Confidence Intervals Under Fractional Brownian Motion in Long-Term Clinical Trials
Abstract
Repeated confidence interval (RCI) is an important tool for design and monitoring of group sequential trials according to which we do not need to stop the trial with planned statistical stopping rules. In this article, we derive RCIs when data from each stage of the trial are not independent thus it is no longer a Brownian motion (BM) process. Under this assumption, a larger class of stochastic processes fractional Brownian motion (FBM) is considered. Comparisons of RCI width and sample size requirement are made to those under Brownian motion for different analysis times, Type I error rates and number of interim analysis. Power family spending functions including Pocock, O'Brien-Fleming design types are considered for these simulations. Interim data from BHAT and oncology trials is used to illustrate how to derive RCIs under FBM for efficacy and futility monitoring.
Year
DOI
Venue
2011
10.1080/03610918.2011.563008
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Keywords
DocType
Volume
Brownian motion,Fractional Brownian motion,Group sequential trial,Interim analysis,Repeated confidence intervals
Journal
40
Issue
ISSN
Citations 
8
0361-0918
1
PageRank 
References 
Authors
0.39
4
1
Name
Order
Citations
PageRank
Qiang Zhang18820.16