Communications for Statistical Applications and Methods

  • 제6권1호
  • /
  • Pages.207-220
  • /
  • 1999
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Accuracy of Brownian Motion Approximation in Group Sequential Methods

  • Euy Hoon Suh (Professor Department of Statistics Gyeongsang national Univeristy)
  • 발행 : 1999.04.01
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초록

In this paper, some of the issue about a group sequential method are considered in the Bayesian context. The continuous time optimal stopping boundary can be used to approximate the optimal stopping boundary for group sequential designs. The exact stopping boundary for group sequential design is obtained by using the backward induction method and is compared with the continuous optimal stopping boundary and the corrected continuous stopping boundary.

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참고문헌

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