© 1987 by Biometrika Trust
Design and analysis of group sequential tests based on the type I error spending rate function
Biostatistics Center, University of Wisconsin Madison, Wisconsin 53706, U.S.A.
Lan & DeMets (1983) devised a method of constructing discrete group sequential boundaries by using the type I error spending rate function. It is extended so as to generate asymmetric as well as symmetric two-sided boundaries for clinical trials. The design aspect of this procedure is explored in terms of the maximum sample size needed to achieve a desired level of power and the expected stopping times under both null and alternative hypotheses. Finally, these properties are employed in search of appropriate type I error spending rate functions for differing situations.
Key Words: Brownian motion process Expected stopping time First exit time Maximum sample size Survival study
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