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
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