Fractional Brownian motion and long term clinical trial recruitment

Journal of Statistical Planning and Inference
Qiang Zhang, Dejian Lai

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.

Citations

Jan 1, 2017·Communications in Statistics: Theory and Methods·Dejian LaiUNKNOWN ALLHAT Collaborative Research Group
Nov 10, 2018·Statistics in Medicine·Yu LanDaniel F Heitjan
Jun 8, 2012·Clinical Trials : Journal of the Society for Clinical Trials·Xiaoxi Zhang, Qi Long

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