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Tsiatis, Rosner, and Mehta (1984, Biometrics 40, 797-803) proposed a procedure for constructing confidence intervals following group sequential tests of a normal mean. This method is first extended for group sequential tests for which the sample sizes between interim analyses are not identical or the times are not equally spaced. Then properties of this confidence interval estimation procedure are studied by simulation. The extension accommodates the flexible procedure by Lan and DeMets (1983, Biometrika 70, 659-663) for constructing discrete group sequential boundaries to form a structure for monitoring and estimation following a class of group sequential tests. Finally, it is demonstrated how to combine the procedures by Lan and DeMets and by Tsiatis, Rosner, and Mehta using a FORTRAN program.
Kim et al. (Tue,) studied this question.
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