Exact Group Sequential Methods for Estimating a Binomial Proportion

We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence level. In particular, we establish the uniform controllability...

Full description

Saved in:
Bibliographic Details
Main Authors: Zhengjia Chen, Xinjia Chen
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2013/603297
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence level. In particular, we establish the uniform controllability of coverage probability and the asymptotic optimality for such a family of sampling schemes. Our theoretical results establish the possibility that the parameters of this family of sampling schemes can be determined so that the prescribed level of confidence is guaranteed with little waste of samples. Analytic bounds for the cumulative distribution functions and expectations of sample numbers are derived. Moreover, we discuss the inherent connection of various sampling schemes. Numerical issues are addressed for improving the accuracy and efficiency of computation. Computational experiments are conducted for comparing sampling schemes. Illustrative examples are given for applications in clinical trials.
ISSN:1687-952X
1687-9538