The Brownian bridge is not yet used widely in the statistical monitoring of clinical trials. In this paper, we investigate properties of the Brownian bridge and formally derive monitoring rules from these results. We will present four related main methods: (1). derivation of group sequential boundaries; (2). calculation of conditional power; (3). a new alpha spending function and (4). repeated confidence intervals, all under a Brownian bridge framework. Simulation results show that the type I error rate is well controlled and power is satisfactory for the group sequential design. We apply the proposed methods to monitor the interim results from the Beta Blocker Heart Attack Trial (BHAT) and a Head and Neck cancer trial with comparisons to the commonly used monitoring tools. Overall, the proposed methods when used together as one framework are more powerful and sensitive to interim positive and negative trends that are clinically meaningful and lead to timely early stopping with potentially more savings on sample sizes, time and costs. These tools are valuable additions to the existing group sequential methods which can be utilized in trial design, routine monitoring, and to answer important questions from data monitoring committees.
Non-intersecting Brownian Bridges in the Flat-to-Flat Geometry
