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Biometrika 1997 84(3):737-743; doi:10.1093/biomet/84.3.737
© 1997 by Biometrika Trust
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MISCELLANEA

Confidence interval calculation for a sequential clinical trial of binary responses

SUSAN TODD and JOHN WHITEHEAD

The Medical & Pharmaceutical Statistics Research Unit, The University of Reading P.O. Box 240, Earley Gate, Reading, Berkshire RG6 6FN, U.K. e-mail: S.C.Todd{at}reading.ac.uk J.R.Whitehead{at}reading.ac.uk

Consider a sequential test applied to two streams of binary responses in a comparative clinical trial. After the completion of such a trial Woodroofe's (1992) technique for accurate confidence interval estimation for a treatment difference can be applied. In this paper the technique is extended to provide confidence intervals for the individual absolute success probabilities of the two treatments in the trial, for which no current methodology exists. Accuracy is explored by simulation of coverage probabilities and individual confidence limit probabilities. The simulations concern a triangular test and an O'Brien & Fleming test.

Key Words: Binary data • Clinical trial • Sequential analysis


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