Efficient group sequential tests with unpredictable group sizes

Abstract

We derive group sequential tests to minimize expected sample size. A parametric family of group sequential tests is proposed containing tests which are nearly optimal, in terms of minimizing expected sample size, amongst all group sequential tests. These parametric tests can be implemented when group sizes are unequal and unpredictable. They are shown to achieve error rates close to their nominal level in a wide range of situations and to be efficient when compared with other tests based on the same group sizes and achieving the same error rates.