• Title of article

    Fractional Brownian motion and long term clinical trial recruitment

  • Author/Authors

    Zhang، نويسنده , , Qiang and Lai، نويسنده , , Dejian، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2011
  • Pages
    6
  • From page
    1783
  • To page
    1788
  • Abstract
    Prediction of recruitment in clinical trials has been a challenging task. Many methods have been studied, including models based on Poisson process and its large sample approximation by Brownian motion (BM); however, when the independent incremental structure is violated for BM model, we could use fractional Brownian motion to model and approximate the underlying Poisson processes with random rates. In this paper, fractional Brownian motion (FBM) is considered for such conditions and compared to BM model with illustrated examples from different trials and simulations.
  • Keywords
    Fractional Brownian motion , Recruitment , Prediction , Brownian motion
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    2011
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    2221325