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Abstract A general approach is outlined to the problem of sequentially comparing exponential “survival” curves in a clinical trials setting. It entails applying sequential tests of hypotheses concerning the drift of a Wiener process to a particular discrete-time process generated from the survival data. Anderson's 1 modified sequential probability ratio test [SPRT) is used for illustration. Monte Carlo studies indicate that the method is valid for samples of moderate size and that it may result in considerable savings of observations compared with the widely used sequential sign test. Though the results are presented in the language of clinical trials, applications to life-testing and reliability problems may be envisaged.
Breslow et al. (Fri,) studied this question.