Approximating boundary crosing probabilities with applications to sequential tests

DOI10.1080/07474948608836090MaRDI QIDQ3734913zbMATH OpenOpenAlexFDO

Authors Joseph Glaz, Bruce McK. Johnson

Publication date 1986

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948608836090

zbMATH Keywords

boundary crossing probabilitiesexpected waiting timesequential clinical trialssequential tests

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Sequential statistical methods (62L99)

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Cites work

• A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
• Asymptotic approximation of crossing probabilities of random sequences
• Classes of orderings of measures and related correlation inequalities. II. Multivariate reverse rule distributions
• Frequentist properties of Bayesian sequential tests
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• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
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• Optimal stopping and sequential tests which minimize the maximum expected sample size
• Probability Inequalities for Multivariate Distributions with Dependence Structures
• The analysis of sequential clinical trials
• Total positivity properties of absolute value multinormal variables with applications to confidence interval estimates and related probabilistic inequalities

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(7)

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• A boundary crossing probability for the Bessel process
• Application of boundary calculation methodologies to group sequential testing in general parametric models
• Search boundaries of the truncated discrete sequential test

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