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Open AccessJournal ArticleDOI

Boundary crossing Random Walks, clinical trials and multinomial sequential estimation

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TLDR
In this article, a sufficient condition for the uniqueness of multinomial sequential unbiased estimators is provided generalizing a classical result for binomial samples, and an application to clinical trials is presented.
Abstract
A sufficient condition for the uniqueness of multinomial sequential unbiased estimators is provided generalizing a classical result for binomial samples. Unbiased estimators are applied to infer the parameters of multidimensional or multinomial Random Walks which are observed until they reach a boundary. An application to clinical trials is presented.

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Citations
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Journal ArticleDOI

Estimation in discretely observed diffusions killed at a threshold

TL;DR: In this article, a model for the membrane potential evolution involves the presence of an upper threshold, where the data are modeled as discretely observed diffusions which are killed when the threshold is reached.
Journal ArticleDOI

Point estimation following a two-stage group sequential trial

TL;DR: In this paper , the authors describe nine possible point estimators within a common general framework for a two-stage group sequential trial and compare their performance in five example trial settings, examining their conditional and marginal biases and residual mean square error.
References
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Journal ArticleDOI

An Introduction to Probability Theory

TL;DR: This classic text and reference introduces probability theory for both advanced undergraduate students of statistics and scientists in related fields, drawing on real applications in the physical and biological sciences.
Book

Group Sequential Methods with Applications to Clinical Trials

TL;DR: A short history of sequential and group sequential methods can be found in this paper, where the authors present a road map for the application of two-sided tests for comparing two treatments with normal response of known variance.