• Title of article

    Sequential tests and estimators after overrunning based on maximumlikelihood ordering

  • Author/Authors

    Hall، W.J. نويسنده , , Liu، Aiyi نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2002
  • Pages
    -698
  • From page
    699
  • To page
    0
  • Abstract
    Often in sequential trials some additional data become available after a stopping boundary has been reached.A method for incorporating such information from overrunning is developed, based on a maximumlikelihood ordering of the sample space after overrunning. This yields a p-value for the primary test and a median-unbiased estimator and confidence intervals for the parameter under test. The context is that of observing a Brownian motion with drift, with either linear stopping boundaries in continuous time or discrete-time group-sequential boundaries. The methods apply to many clinical trials and are exemplified with data from a survival-analysis-based sequential clinical trial.
  • Keywords
    Batch importance sampling , Generalised linear model , importance sampling , Metropolis–Hastings , Markov chain Monte Carlo , Mixture model , Parallel processing , Particle filter
  • Journal title
    Biometrika
  • Serial Year
    2002
  • Journal title
    Biometrika
  • Record number

    71798