- #Renewal process theory sequential testing pdf
- #Renewal process theory sequential testing trial
- #Renewal process theory sequential testing series
#Renewal process theory sequential testing trial
Athena Scientific Belmont, Masssachusettsīeta-Blocker Heart Attack Trial Research Group (1982) A randomized trial of propranolol in patients with acute myocardial infarction: 1. CRC, Boca Ratonīertsekas DP (2007) Dynamic programming and optimal control, vol II, 3rd edn. Chapman & Hall/CRC biostatistics series, vol 38. (1992), NONMEM User.s Guide, University of California, San Francisco, NONMEM Project Group.īerry SM, Carlin BP, Lee JJ, Müller P (2011) Bayesian adaptive methods for clinical trials. Biometrics 50(4):1029–1041, DOI 10.2307/2533441īayard DS (1991) A forward method for optimal stochastic nonlinear and adaptive control. Biometrie und Informatik in Medizin und Biologie 20:130–148, with discussionīauer P, Köhne K (1994) Evaluation of experiments with adaptive interim analyses. Statist Sci 25:245–257īartroff J, Lai TL (2011) Incorporating individual and collective ethics into phase I cancer trial designs. Sequent Anal 27(3):254–276īartroff J, Lai TL (2010) Approximate dynamic programming and its applications to the design of phase I cancer trials. Stat Med 27(10):1593–1611, DOI 10.1002/sim.3201īartroff J, Lai TL (2008b) Generalized likelihood ratio statistics and uncertainty adjustments in efficient adaptive design of clinical trials. J Roy Statist Soc Ser B 21:239–271īartroff J, Lai TL (2008a) Efficient adaptive designs with mid-course sample size adjustment in clinical trials. Stat Med 17(10):1103–1120īarnard GA (1959) Control charts and stochastic processes (with discussion). Comput Stat Data Anal To appearīabb J, Rogatko A, Zacks S (1998) Cancer phase I clinical trials: efficient dose escalation with overdose control. J Roy Statist Soc Ser A 132:235–244Īzriel D (2012) Optimal sequential designs in phase I studies. Thomas, Springfield, IllĪrmitage P, McPherson CK, Rowe BC (1969) Repeated significance tests on accumulating data. Math Proc Cambridge Philosoph Soc 48(04):600–607Īrmitage P (1960) Sequential medical trials.
#Renewal process theory sequential testing series
Springer Series in Statistics, Springer-Verlag, New York, DOI 10.1007/978-1-4612-4348-9Īnscombe F (1952) Large-sample theory of sequential estimation. This process is experimental and the keywords may be updated as the learning algorithm improves.Īndersen PK, Borgan Ø, Gill RD, Keiding N (1993) Statistical models based on counting processes. These keywords were added by machine and not by the authors. Dynamic programming is often difficult to implement directly for nonlinear models and approximate dynamic programming (ADP) methods have been developed to overcome the computational and analytical difficulties. 3.6 by using dynamic programming that is also introduced in that section for general stochastic optimization over time. The classic result of Wald and Wolfowitz on the optimality of the sequential probability ratio test is derived in Sect. 3.5 for group sequential designs and later for adaptive designs in Sect. This theory is of particular relevance to Sect. Structures are derived, including the Gaussian AR(1) process.The first seven sections of this chapter give an overview of the theory of fully sequential tests, starting with simple hypotheses involving likelihood ratio statistics and then extending the theory to composite hypotheses via generalized likelihood ratio (GLR) statistics. Sequential tests for Gaussian random sequences with different dependency Linear in the cost function and the Lagrangian multipliers and an be solved forīoth with off-the-shelf algorithms. This property is used to formulate an optimization problem that is jointly It is shown that theĭerivative of the optimal cost function with respect to these multipliersĬoincides with the error probabilities of the corresponding sequential test. Problem, depending on two unknown Lagrangian multipliers. The sequential testing problem, which is an unconstrained optimal stopping The result is derived by investigating the Lagrangian dual of Optimal sequential tests for two simple hypotheses can be formulated as a
#Renewal process theory sequential testing pdf
Zoubir Download PDF Abstract: Under some mild Markov assumptions it is shown that the problem of designing Download a PDF of the paper titled A Linear Programming Approach to Sequential Hypothesis Testing, by Michael Fauss and Abdelhak M.
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