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Sequential monitoring of clinical trials: The role of information and brownian motion
Author(s) -
Lan K. K. Gordon,
Zucker David M.
Publication year - 1993
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.4780120804
Subject(s) - computer science , variety (cybernetics) , brownian motion , process (computing) , motion (physics) , geometric brownian motion , simple (philosophy) , data mining , artificial intelligence , theoretical computer science , machine learning , mathematics , diffusion process , statistics , epistemology , programming language , philosophy , knowledge management , innovation diffusion
Sequential monitoring has been a topic of major interest in clinical trials methodology over the past two decades. This paper presents a unified conceptual framework for sequential monitoring that covers a wide variety of monitoring procedures in a wide variety of clinical trial settings. The central elements of this framework consist of a suitable concept of statistical information and a scheme for using this concept as a basis for summarizing the accumulating results of a trial in a standardized form, through a stochastic process that can be shown to approximate classical Brownian motion. The ideas are developed in a simple step‐by‐step fashion and illustrated by several practical examples.