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A Stopped Negative Binomial Distribution

2015/08/06 by DeVeaux, Michelle, Kane, Michael J., Zelterman, Daniel
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1508.01264

Abstract

This paper introduces a new discrete distribution suggested by curtailed sampling rules common in early-stage clinical trials. We derive the distribution of the smallest number of independent Bernoulli(p) trials needed in order to observe either s successes or t failures. The closed form expression for the distribution as well as the compound distribution are derived. Properties of the distribution are shown and discussed. A case study is presented showing how the distribution can be used to monitor sequential enrollment of clinical trials with binary outcomes as well as providing post-hoc analysis of completed trials.

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