Nearly optimal truncated group sequential test on binomial proportions

In this article, we systematically study the optimal truncated group sequential test on binomial proportions. Through analysis of the cost structure, average test cost is introduced as a new optimality criterion. According to the new criterion, the optimal tests on different design parameters includ...

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Bibliographic Details
Published inCommunications in statistics. Simulation and computation Vol. 47; no. 8; pp. 2332 - 2342
Main Authors Hu, Sigui, Wang, Honglei
Format Journal Article
LanguageEnglish
Published Philadelphia Taylor & Francis 14.09.2018
Taylor & Francis Ltd
Subjects
Binomial distribution
Cost analysis
Cost structure of experiment
Design parameters
Group sequential test
Optimal design
Optimality criteria
Optimization
Sequential analysis
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ISSN0361-0918
1532-4141
DOI10.1080/03610918.2017.1343837

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Summary:In this article, we systematically study the optimal truncated group sequential test on binomial proportions. Through analysis of the cost structure, average test cost is introduced as a new optimality criterion. According to the new criterion, the optimal tests on different design parameters including the boundaries, success discriminant value, stage sample vector, stage size, and the maximum sample size are defined. Since the computation time in finding optimal designs by exhaustive search is intolerably long, group sequential sample space sorting method and procedures are developed to find the near-optimal ones. In comparison with the international standard ISO2859-1, the truncated group sequential designs proposed in this article can reduce the average test costs around 20%.
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ISSN:0361-0918
1532-4141
DOI:10.1080/03610918.2017.1343837