Bootstrap confidence intervals in a complex situation: A sequential paired clinical trial

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2 Scopus citations

Abstract

This paper illustrates the use of several bootstrap confidence interval methods in a complex yet practical situation. The confidence interval for the difference between two treatments in a simplified sequential paired clinical trial, which is analogous to setting an interval for the drift of a random walk subject to a parabolic stopping boundary, is considered. Three bootstrap methods of construction are applied: the accelerated bias-corrected, the automatic percentile, and the bootstrap-t. The results are compared with a theoretical approximate interval. Difficulties inherent in the use of these bootstrap methods are discussed. The automatic percentile method is shown to be the easiest to apply and to work well.

Original languageEnglish (US)
Pages (from-to)181-195
Number of pages15
JournalCommunications in Statistics - Theory and Methods
Volume19
Issue number1
DOIs
StatePublished - 1990
Externally publishedYes

Keywords

  • accelerated bias-corrected method
  • automatic percentile method
  • bootstrap
  • random walk
  • sequential test

ASJC Scopus subject areas

  • Statistics and Probability

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