Most Powerful Test Sequences with Early Stopping Options.

ABSTRACT: We extended the application of uniformly most powerful tests to sequential tests with different stage-specific sample sizes and critical regions. In the one parameter exponential family, likelihood ratio sequential tests are shown to be uniformly most powerful for any predetermined α-spending function and stage-specific sample sizes. To obtain this result, the probability measure of a group sequential design is constructed with support for all possible outcome events, as is useful for designing an experiment prior to having data. This construction identifies impossible events that are not part of the support. The overall probability distribution is dissected into components determined by the stopping stage. These components are the sub-densities of interim test statistics first desc

SUBMITTER: Tarima S 

PROVIDER: S-EPMC9122302 | biostudies-literature | 2022 May

REPOSITORIES: biostudies-literature