Inference about a secondary process following a sequential trial

W. J. Hall*, Benjamin Yakir

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

6 Scopus citations


We consider the following sequential testing problem. A group-sequential or fully-sequential test is carried out for a primary parameter, using a score process or an effective score process to eliminate nuisance parameters. After stopping, the possibility of additional parameters is considered, and appropriate tests and estimators are desired that recognise the sequential stopping rule. We formulate an asymptotic multi-dimensional Gaussian process form of such problems, and then construct tests and confidence procedures. Optimality conditions are given, and an example is summarised.

Original languageAmerican English
Pages (from-to)597-611
Number of pages15
Issue number3
StatePublished - Sep 2003

Bibliographical note

Funding Information:
The M trial stimulated the research reported here; we thank Dr Arthur Moss and CPI/Guidant for leadership and sponsorship of this trial. The research reported here was supported by a grant from the U.S. National Heart, Lung, and Blood Institute.


  • Clinical trial
  • Gaussian process
  • Median-unbiased estimator
  • Testing for interaction
  • Unbiased test


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