Computation of optimal group sequential designs

ABSTRACT

We propose a method of simulation to compute optimal group sequential tests that minimize the average sample size and meet significance level and power requirements. Optimal designs can be used in clinical trials directly, and provide a standard for assessing the efficiency of other designs as well. The proposed method is conceptually simple and straightforward.

KEYWORDS:

• Admissible design surface
• expected sample size
• group sequential design
• optimal design

MATHEMATICS SUBJECT CLASSIFICATION:

• 62L05
• 62L15