Basemath’s Test: Group Sequential Testing Without Recurrent Numerical Integration

12 Pages Posted: 1 Nov 2023

Date Written: October 6, 2023

Abstract

We introduce Basemath’s Test, a novel Group Sequential Testing approach. This method simplifies statistical analysis by eliminating the need for recurrent numerical integration. Basemath’s Test is designed as a one-sided test with a binding futility function under the null hypothesis, ensuring compliance with predefined bounds for both types of error. It terminates after a maximum running time determined by experiment parameters, utilizing an O’Brien-Fleming-like β-spending function.

Keywords: Group Sequential Testing, Statistical Analysis, Futility Function, O’Brien-Fleming

JEL Classification: C12

Suggested Citation

Weiss, Alexander, Basemath’s Test: Group Sequential Testing Without Recurrent Numerical Integration (October 6, 2023). Available at SSRN: https://ssrn.com/abstract=4599695 or http://dx.doi.org/10.2139/ssrn.4599695

Alexander Weiss (Contact Author)

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