## Electronic Journal of Statistics

### Sample size determination for group sequential test under fractional Brownian motion

Dejian Lai

#### Abstract

Many clinical trials are monitored through interim analysis. Group sequential tests are popular statistical tools for interim analysis. Sample size determination for interim analysis under group sequential setting is studied in comparing to the design without interim analysis. The effects on sample size determination were examined for both classic and fractional Brownian motion of the monitoring statistic. Selective results were obtained for two commonly used error spending functions with various conditions. The results showed that the drift parameter was generally smaller when $H>0.5$ under fractional Brownian motion and would lead to smaller sample sizes. The R code for carrying out the computation is also provided.

#### Article information

Source
Electron. J. Statist., Volume 7 (2013), 1957-1967.

Dates
First available in Project Euclid: 18 July 2013

https://projecteuclid.org/euclid.ejs/1374153369

Digital Object Identifier
doi:10.1214/13-EJS830

Mathematical Reviews number (MathSciNet)
MR3084677

Zentralblatt MATH identifier
1349.62549

#### Citation

Lai, Dejian. Sample size determination for group sequential test under fractional Brownian motion. Electron. J. Statist. 7 (2013), 1957--1967. doi:10.1214/13-EJS830. https://projecteuclid.org/euclid.ejs/1374153369

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