Bayes optimal sequential trial designs

Journal of Statistical Planning and Inference

Volumn 137, Issue 4, 2007, Pages 1129-1137

  Hsiao, Chin Fu ^a   Clayton, Murray K ^b  

^a NATIONAL HEALTH RESEARCH INSTITUTES   (Taiwan)

^b University of Wisconsin   (United States)

Author keywords

Bayes sequential decision procedure; Brownian motion; Repeated significance test; Sequential analysis

Indexed keywords

EID: 33845233349     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2004.11.017     Document Type: Article

References (20)

1. Armitage P., McPherson C.K., and Rowe B.C. Repeated significance tests on accumulating data. J. Roy. Statist. Soc. Ser. A 132 (1969) 235-244
2. Berger J.O. Statistical Decision Theory and Bayesian Analysis (1985), Springer, New York
3. Berger J.O., Boukai B., and Wang Y. Unified frequentist and Bayesian testing of a precise hypothesis. Statist. Sci. 12 (1997) 133-160
4. Berry D.A. Monitoring accumulating data in a clinical trial. Biometrics 45 (1989) 1197-1211
5. Breakwell J.V., and Chernoff H. Sequential test for the mean of a normal distribution II (large t). Ann. Math. Statist. 35 1 (1963) 162-173
6. Chernoff H. Sequential tests for the mean of a normal distribution. Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics vol. 1 (1961) 79-91
7. Chernoff H. Sequential Analysis and Optimal Design (1972), SIAM, Philadelphia
8. Chernoff H., and Petkau A.J. Sequential medical trials with ethical cost. Proceedings of the Berkeley Conference in Honor of Jerzy Neyman and Jack Kiefer vol. 2 (1985), Wadsworth, Belmont 521-537
9. Chernoff H., and Petkau A.J. Numerical solutions for Bayes sequential decision problems. SIAM J. Sci. Statist. Comput. 7 (1986) 46-59
10. Cornfield J. A Bayesian test of some classical hypotheses-with applications to sequential clinical trials. J. Amer. Statist. Assoc. 61 (1966) 577-594
11. Freedman L.S., and Spiegelhalter D.J. Comparison of Bayesian with group sequential methods for monitoring clinical trials. Controlled Clinical Trials 10 (1989) 357-367
12. Hodges J.S. The effect of partial-ordering utilities on Bayesian design of sequential experiments. In: Berry D.A., Chaloner K.M., and Geweke J.K. (Eds). Bayesian Analysis of Statistics and Econometrics (1996), Wiley, New York
13. Hsiao, C.F., 1997. Are sequential trial designs Bayes? Ph.D. Dissertation, University of Wisconsin-Madison.
14. Hsiao C.F., and Clayton M.K. Bayesian discrete sequential boundaries for clinical trials. Comm. Statist. Theory Methods 30 (2001) 1381-1394
15. Lan K.K.G., and DeMets D.L. Discrete sequential boundaries for clinical trials. Biometrika 70 (1983) 659-663
16. Lerche H.R. An optimal property of the repeated significance test. Proc. Nat. Acad. Sci. 83 (1986) 1546-1548
17. Lerche H.R. Boundary Crossing of Brownian Motion (1986), Springer, New York
18. O'Brien P.C., and Fleming T.R. A multiple testing procedure for clinical trials. Biometrics 35 (1979) 549-556
19. Pocock S.J. Group sequential methods in the design and analysis of clinical trials. Biometrika 64 (1977) 191-199
20. Slud E., and Wei L.J. Two-sample repeated significance tests based on the modified Wilcoxon statistic. J. Amer. Statist. Assoc. 77 (1982) 862-868