Nearly optimal truncated group sequential test on binomial proportions

Nearly optimal truncated group sequential test on binomial proportions
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二项式比例的近乎最优截断组序贯检验

DOI:
10.1080/03610918.2017.1343837
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发表时间:
2018-09
期刊:
Communications in Statistics - Simulation and Computation
影响因子:
--
通讯作者:
WANG Honglei
WANG Honglei
中科院分区:
其他
文献类型:
--
作者:
HU Sigui;WANG Honglei

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本文系统地研究了二项比例的最优截尾序贯检验。通过对成本结构的分析,引入平均测试成本作为新的优化准则。根据新准则,定义了不同设计参数(包括边界、成功判别值、阶段样本向量、阶段大小和最大样本大小)下的最优检验。针对穷举法求最优设计的计算时间过长的问题,提出了一种基于组序贯样本空间排序的近似最优设计方法。与国际标准ISO 2859 -1相比,本文提出的截尾成组序贯设计可降低平均试验费用约20%。
ABSTRACT In this article, we systematically study the optimal truncated group sequential test on binomial proportions. Through analysis of the cost structure, average test cost is introduced as a new optimality criterion. According to the new criterion, the optimal tests on different design parameters including the boundaries, success discriminant value, stage sample vector, stage size, and the maximum sample size are defined. Since the computation time in finding optimal designs by exhaustive search is intolerably long, group sequential sample space sorting method and procedures are developed to find the near-optimal ones. In comparison with the international standard ISO2859-1, the truncated group sequential designs proposed in this article can reduce the average test costs around 20%.
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