| Preface | 7 |
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| Contents | 9 |
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| 1 Introduction | 14 |
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| 2 A General Framework | 21 |
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| 2.1 Hypothesis Testing: The Null Distribution of Test Statistics Over Time | 22 |
| 2.2 An Estimation Perspective | 30 |
| 2.3 Connection Between Estimators, Sums, Z-Scores, and Brownian Motion | 33 |
| 2.4 Maximum Likelihood Estimation | 36 |
| 2.5 Other Settings Leading to E-Processes and Brownian Motion | 40 |
| 2.6 The Normal Linear and Mixed Models | 42 |
| 2.7 When Is Brownian Motion Not Appropriate? | 48 |
| 2.8 Summary | 50 |
| 2.9 Appendix | 51 |
| 3 Power: Conditional, Unconditional, and Predictive | 55 |
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| 3.1 Unconditional Power | 55 |
| 3.2 Conditional Power for Futility | 57 |
| 3.3 Varied Uses of Conditional Power | 65 |
| 3.4 Properties of Conditional Power | 69 |
| 3.5 A Bayesian Alternative: Predictive Power | 72 |
| 3.6 Summary | 75 |
| 3.7 Appendix | 76 |
| 4 Historical Monitoring Boundaries | 79 |
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| 4.1 How Bad Can the Naive Approach Be? | 79 |
| 4.2 The Pocock Procedure | 81 |
| 4.3 The Haybittle Procedure and Variants | 81 |
| 4.4 The O’Brien-Fleming Procedure | 83 |
| 4.5 A Comparison of the Pocock and O’Brien-Fleming Boundaries | 84 |
| 4.6 Effect of Monitoring on Power | 87 |
| 4.7 Appendix: Computation of Boundaries Using Numerical Integration | 89 |
| 5 Spending Functions | 92 |
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| 5.1 Upper Boundaries | 92 |
| 5.2 Upper and Lower Boundaries | 101 |
| 5.3 Summary | 103 |
| 5.4 Appendix | 103 |
| 6 Practical Survival Monitoring | 109 |
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| 6.1 Introduction | 109 |
| 6.2 Survival Trials with Staggered Entry | 109 |
| 6.3 Stochastic Process Formulation and Linear Trends | 111 |
| 6.4 A Real Example | 112 |
| 6.5 Nonlinear Trends of the Statistics: Analogy with Monitoring a t-Test | 113 |
| 6.6 Considerations for Early Termination | 114 |
| 6.7 The Information Fraction with Survival Data | 115 |
| 7 Inference Following a Group-Sequential Trial | 122 |
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| 7.1 Likelihood, Sufficiency, and (Lack of) Completeness | 122 |
| 7.2 One-Tailed p-Values | 125 |
| 7.3 Properties of p-Values | 134 |
| 7.4 Confidence Intervals | 135 |
| 7.5 Estimation | 140 |
| 7.6 Summary | 144 |
| 7.7 Appendix: Proof that B( t ) t Overestimates 0 in the One-Tailed Setting | 144 |
| 8 Options When Brownian Motion Does Not Hold | 146 |
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| 8.1 Small Sample Sizes | 146 |
| 8.2 Permutation Tests | 152 |
| 8.3 The Bonferroni Method | 158 |
| 8.4 Summary | 159 |
| 8.5 Appendix | 160 |
| 9 Monitoring for Safety | 163 |
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| 9.1 Example: Inference from a Sample Size of One | 163 |
| 9.2 Example: Inference from Multiple Endpoints | 164 |
| 9.3 General Considerations | 165 |
| 9.4 What Safety Data Look Like | 168 |
| 9.5 Looking for a Single Adverse Event | 171 |
| 9.6 Looking for Multiple Adverse Events | 180 |
| 9.7 Summary | 181 |
| 10 Bayesian Monitoring | 183 |
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| 10.1 Introduction | 183 |
| 10.2 The Bayesian Paradigm Applied to B-Values | 184 |
| 10.3 The Need for a Skeptical Prior | 185 |
| 10.4 A Comparison of Bayesian and Frequentist Boundaries | 188 |
| 10.5 Example | 190 |
| 10.6 Summary | 192 |
| 11 Adaptive Sample Size Methods | 193 |
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| 11.1 Introduction | 193 |
| 11.2 Methods Using Nuisance Parameter Estimates: The Continuous Outcome Case | 194 |
| 11.3 Methods Using Nuisance Parameter Estimates: The Binary Outcome Case | 207 |
| 11.4 Adaptive Methods Based on the Treatment Effect | 211 |
| 11.5 Summary | 218 |
| 12 Topics Not Covered | 220 |
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| 12.1 Introduction | 220 |
| 12.2 Continuous Sequential Boundaries | 221 |
| 12.3 Other Types of Group-Sequential Boundaries | 222 |
| 12.4 Reverse Stochastic Curtailing | 223 |
| 12.5 Monitoring Studies with More Than Two Arms | 224 |
| 12.6 Monitoring for Equivalence and Noninferiority | 225 |
| 12.7 Repeated Confidence Intervals | 225 |
| 13 Appendix I: The Logrank and Related Tests | 227 |
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| 13.1 Hazard Functions | 228 |
| 13.2 Linear Rank Statistics | 231 |
| 13.3 Payment Functions and Score Functions | 237 |
| 13.4 Censored Survival Data | 239 |
| 13.5 The U-Statistic Approach to the Wilcoxon Statistic | 240 |
| 13.6 The Logrank and Weighted Mantel-Haenszel Statistics | 241 |
| 13.7 Monitoring Survival Trials | 243 |
| 14 Appendix II: Group-Sequential Software | 244 |
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| 14.1 Introduction | 244 |
| 14.2 Before the Trial Begins: Power and Sample Size | 244 |
| 14.3 During the Trial: Computation of Boundaries | 246 |
| 14.4 After the Trial: p-Value, Parameter Estimate, and Confidence Interval | 247 |
| 14.5 Other Features of the Program | 249 |
| References | 252 |
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| Index | 260 |