一种用于成组序贯试验后正态均值的一致最小方差无偏估计（UMVUE）的计算更简单的算法。

A computationally simpler algorithm for the UMVUE of a normal mean following a group sequential trial.

作者信息

Emerson S S, Kittelson J M

机构信息

Department of Biostatistics, University of Washington, Seattle 98195, USA.

出版信息

Biometrics. 1997 Mar;53(1):365-9.

PMID:9147601

Abstract

When using data collected in a group sequential clinical trial, the sample mean is no longer the uniform minimum variance unbiased estimator (UMVUE) of the mean of a normal distribution. Emerson (1993, Computers and Biomedical Research, 26, 68-73) described an algorithm for computing the UMVUE in this setting. This algorithm, although computationally expensive, used only the basic software necessary for deriving group sequential boundaries. In this paper, we present an improved algorithm that results in greatly decreased computation times.

摘要

在使用成组序贯临床试验中收集的数据时，样本均值不再是正态分布均值的一致最小方差无偏估计量（UMVUE）。埃默森（1993年，《计算机与生物医学研究》，第26卷，第68 - 73页）描述了一种在此情况下计算UMVUE的算法。该算法虽然计算成本高昂，但仅使用推导成组序贯边界所需的基本软件。在本文中，我们提出了一种改进算法，可大幅减少计算时间。