Exact repeated confidence intervals for Bernoulli parameters in a group sequential clinical trial

Abstract

This paper presents methods for constructing exact repeated confidence intervals (RCIs) for the success probability, p, of a single Bernoulli treatment and for the difference of success probabilities, Δ = p 1 − p 2, of two independent Bernoulli treatments in the context of a group sequential clinical trial. These RCIs calculated1at each interim analysis are useful for evaluating the data in light of all the information available rather than relying on rigid stopping criteria used by repeated significance tests. Extensions to construction of RCIs for the relative risk ϱ = p 1 p 2 and odds ratio ψ = p 1(1 − p 2) p 2(1 − p 1) are indicated.