Bayes optimal sequential trial designs

DOI10.1016/j.jspi.2004.11.017zbMath1107.62069OpenAlexW1967466772MaRDI QIDQ872065

Chin-Fu Hsiao, Murray K. Clayton

Publication date: 27 March 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.11.017

zbMATH Keywords

Brownian motionsequential analysisrepeated significance testBayes sequential decision procedure

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical design (62L05) Optimal stopping in statistics (62L15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Statistical decision theory and Bayesian analysis. 2nd ed
• Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
• Unified frequentist and Bayesian testing of a precise hypothesis. With comments by Dennis V. Lindley, Thomas A. Louis and David Hinkley and a rejoinder by the authors
• Monitoring Accumulating Data in a Clinical Trial
• Discrete Sequential Boundaries for Clinical Trials
• An optimal property of the repeated significance test
• Numerical Solutions for Bayes Sequential Decision Problems
• BAYES DISCRETE SEQUENTIAL BOUNDARIES FOR CLINICAL TRIALS
• Two-Sample Repeated Significance Tests Based on the Modified Wilcoxon Statistic
• Sequential Tests for the Mean of a Normal Distribution II (Large $t$)