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Biometrika 1981 68(3):669-675; doi:10.1093/biomet/68.3.669
© 1981 by Biometrika Trust
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Sequential comparison of two exponential distributions with censored survival data

CYRUS R. MEHTA

Sidney Farber Cancer Institute, Harvard School of Public Health Boston, Massachusetts

A sequential stopping procedure is proposed for a clinical trial which compares two exponential distributions using censored survival data. The procedure extends an approach first developed by Anscombe (1963) for comparing two treatments with normally distributed and instantaneously observed responses. Patients are assumed to arrive at random and are assigned alternately to one of the two treatments. An optimal stopping region for the ratio of failure rates of the two treatments is derived. The optimality criterion is to minimize the posterior expected regret of stopping at each stage. The stopping rule is evaluated by computer simulation and compared with several other stopping rules.

Key Words: Bayesian inference • Censored observation • Clinical trial • Decision theory • Exponential distribution • Optimal stopping • Patient horizon • Sequential analysis


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