2016•Pharmaceutical StatisticsRequires access

Distribution of the two‐sample t‐test statistic following blinded sample size re‐estimation

Kaifeng Lu

Open publisher page 10 citations

Abstract

We consider the blinded sample size re-estimation based on the simple one-sample variance estimator at an interim analysis. We characterize the exact distribution of the standard two-sample t-test statistic at the final analysis. We describe a simulation algorithm for the evaluation of the probability of rejecting the null hypothesis at given treatment effect. We compare the blinded sample size re-estimation method with two unblinded methods with respect to the empirical type I error, the empirical power, and the empirical distribution of the standard deviation estimator and final sample size. We characterize the type I error inflation across the range of standardized non-inferiority margin for non-inferiority trials, and derive the adjusted significance level to ensure type I error control for given sample size of the internal pilot study. We show that the adjusted significance level increases as the sample size of the internal pilot study increases. Copyright © 2016 John Wiley & Sons, Ltd.

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What this paper is about

We consider the blinded sample size re-estimation based on the simple one-sample variance estimator at an interim analysis. We characterize the exact distribution of the standard two-sample t-test statistic at the final analysis. We describe a simulation algorithm for the evaluation of the probability of rejecting the null hypothesis at given treatment effect. We compare the blinded sample size re-estimation method with two unblinded methods with respect to the empirical type I error, the empirical power, and the empirical distribution of the standard deviation estimator and final sample size. We characterize the type I error inflation across the range of standardized non-inferiority margin for non-inferiority trials, and derive the adjusted significance level to ensure type I error control for given sample size of the internal pilot study. We show that the adjusted significance level increases as the sample size of the internal pilot study increases. Copyright © 2016 John Wiley & Sons, Ltd.

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Available abstract

We consider the blinded sample size re-estimation based on the simple one-sample variance estimator at an interim analysis. We characterize the exact distribution of the standard two-sample t-test statistic at the final analysis. We describe a simulation algorithm for the evaluation of the probability of rejecting the null hypothesis at given treatment effect. We compare the blinded sample size re-estimation method with two unblinded methods with respect to the empirical type I error, the empirical power, and the empirical distribution of the standard deviation estimator and final sample size. We characterize the type I error inflation across the range of standardized non-inferiority margin for non-inferiority trials, and derive the adjusted significance level to ensure type I error control for given sample size of the internal pilot study. We show that the adjusted significance level increases as the sample size of the internal pilot study increases. Copyright © 2016 John Wiley & Sons, Ltd.

Key concepts: Sample size determination, Statistics, Type I and type II errors, Estimator, Nominal level, Mathematics, Z-test, Test statistic

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