Development of adaptive group sequential procedure for changing sample size

Tomohiro Nakamura, Hideyuki Douke

Research output: Contribution to journalArticlepeer-review

Abstract

In this study, we propose a group sequential procedure that allows the change of necessary sample size at intermediary stage in sequential test. In the procedure, we formulate the conditional power to judge the necessity of the change of sample size in decision rules. Furthermore, we present an integral formula of the power of the test and show how to change the necessary sample size by using the power of the test. In simulation studies, we investigate the characteristics of the change of sample size and the pattern of decision across all stages based on generated normal random numbers.

Original languageEnglish
Pages (from-to)950-970
Number of pages21
JournalCommunications in Statistics: Simulation and Computation
Volume39
Issue number5
DOIs
Publication statusPublished - 2010 May 1
Externally publishedYes

Keywords

  • Calculating of necessary sample size
  • Conditional power
  • Cui's weighted statistic
  • Formulation of the power of test

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation

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