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Related papers: On the sample mean after a group sequential trial

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Statistical analyses of multipopulation studies often use the data to select a particular population as the target of inference. For example, a confidence interval may be constructed for a population only in the event that its sample mean…

Statistics Theory · Mathematics 2025-09-18 Peter Hoff , Surya Tokdar

We present a new method for constructing a confidence interval for the mean of a bounded random variable from samples of the random variable. We conjecture that the confidence interval has guaranteed coverage, i.e., that it contains the…

Statistics Theory · Mathematics 2020-11-05 Erik Learned-Miller , Philip S. Thomas

We establish an approach theoretic version of Anscombe's theorem, which we apply to justify the use of confidence intervals based on the sample mean after a group sequential trial.

Probability · Mathematics 2018-02-12 Ben Berckmoes

The maxima and the minima of a randomly stopped sample of a random variable, $X$, together with two newly defined random variables that make $X$ into the maxima or minima of a randomly stopped sample of them, can be used to define…

Statistics Theory · Mathematics 2024-12-23 Jordi Valero , Josep Ginebra

This paper addresses finite sample stability properties of sequential Monte Carlo methods for approximating sequences of probability distributions. The results presented herein are applicable in the scenario where the start and end…

Computation · Statistics 2015-03-19 Nick Whiteley

The paper aims at reconsidering the famous Le Cam LAN theory. The main features of the approach which make it different from the classical one are as follows: (1) the study is nonasymptotic, that is, the sample size is fixed and does not…

Statistics Theory · Mathematics 2013-03-06 Vladimir Spokoiny

Recently, methodology was presented to facilitate the incorporation of interim analyses in stepped-wedge (SW) cluster randomised trials (CRTs). Here, we extend this previous discussion. We detail how the stopping boundaries, allocation…

Methodology · Statistics 2018-03-28 Michael Grayling , David Robertson , James Wason , Adrian Mander

Often in sequential trials additional data become available after a stopping boundary has been reached. A method of incorporating such information from overrunning is developed, based on the ``adding weighted Zs'' method of combining…

Statistics Theory · Mathematics 2008-12-18 W. J. Hall , Keyue Ding

This article considers causal inference for treatment contrasts from a randomized experiment using potential outcomes in a finite population setting. Adopting a Neymanian repeated sampling approach that integrates such causal inference with…

Methodology · Statistics 2016-06-17 Rahul Mukerjee , Tirthankar Dasgupta , Donald B. Rubin

We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

Statistics Theory · Mathematics 2025-04-08 Jana Gauss , Thomas Nagler

Proper scoring rules are methods for encouraging honest assessment of probability distributions. Just like likelihood, a proper scoring rule can be applied to supply an unbiased estimating equation for any statistical model, and the theory…

Statistics Theory · Mathematics 2020-04-28 Philip Dawid , Monica Musio , Laura Ventura

The prediction interval has been increasingly used in meta-analyses as a useful measure for assessing the magnitude of treatment effect and between-studies heterogeneity. In calculations of the prediction interval, although the…

Methodology · Statistics 2021-07-14 Yuta Hamaguchi , Hisashi Noma , Kengo Nagashima , Tomohide Yamada , Toshi A. Furukawa

The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning the construction of the confidence interval and the test…

Statistics Theory · Mathematics 2017-10-26 Rajeshwari Majumdar , Suman Majumdar

A basic result is that the sample variance for i.i.d. observations is an unbiased estimator of the variance of the underlying distribution (see for instance Casella and Berger (2002)). But what happens if the observations are neither…

Statistics Theory · Mathematics 2018-09-12 Eric Benhamou

Adaptive clinical trials rely on interim analyses, flexible stopping, and data-dependent design modifications that complicate statistical guarantees when fixed-horizon test statistics are repeatedly inspected or reused after adaptations.…

Methodology · Statistics 2026-02-09 Alexandra Sokolova , Vadim Sokolov

We study sequential experiments where sampling is costly and a decision-maker aims to determine the best treatment for full scale implementation by (1) adaptively allocating units between two possible treatments, and (2) stopping the…

Econometrics · Economics 2025-05-06 Karun Adusumilli

Due to ethical and economical reasons, sequential single-arm trial designs are used for assessing the therapeutic efficacy of new treatments in phase II trials. Simon's 2-stage design and Lan-DeMets' $\alpha$-spending function method with…

Methodology · Statistics 2023-03-31 Tasuku Inao , Isao Yokota

We analyse the asymptotic behaviour of the probability of observing the expected number of successes at each stage of a sequence of nested Bernoulli trials. Our motivation is the attempt to give a genuinely frequentist interpretation to the…

Probability · Mathematics 2015-05-19 Eckhard Schlemm

We study sequential multiple testing with independent data streams, where the goal is to identify an unknown subset of signals while controlling commonly used error metrics, including generalized familywise rates and false discovery and…

Statistics Theory · Mathematics 2026-03-06 Jingyu Liu , Yanglei Song

Group sequential designs (GSDs) are well established and the most commonly used adaptive design in confirmatory clinical trials with interim analyses. However, they remain underutilised, and their implementation involves unique theoretical…

Methodology · Statistics 2025-09-09 Zhangyi He , Suzie Cro , Laurent Billot
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