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Sequential Testing to Guarantee The Necessary Sample Size in Clinical Trials

Published

Author(s)

Andrew L. Rukhin

Abstract

The paper addresses the sequential sampling issues related to attainment of a given number of events in a Poisson process. The problem of guaranteeing the necessary sample size is formulated as that of open-ended hypothesis testing in which one has to find a one-sided stopping boundary. The formulas for the distribution of general stopping times are derived, and for the linear boundary they are shown to be in the class of Lagrangian Poisson distributions. A locally optimal testing procedure is obtained.
Citation
Communications in Statistics Part A-Theory and Methods

Keywords

Borel distribution, Lagrangian Poisson distribution, locally optimal test, one-sided stopping boundary, Poisson process.

Citation

Rukhin, A. (2010), Sequential Testing to Guarantee The Necessary Sample Size in Clinical Trials, Communications in Statistics Part A-Theory and Methods, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=901446 (Accessed April 16, 2024)
Created January 1, 2010, Updated February 19, 2017