JSM 2005 Online Program

Abstract #304506

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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Activity Number:	141
Type:	Contributed
Date/Time:	Monday, August 8, 2005 : 10:30 AM to 12:20 PM
Sponsor:	General Methodology
Abstract - #304506
Title:	Nonlinear Renewal Theory with Stationary and Slowly Changing Perturbations
Author(s):	Dong-Yun Kim*+
Companies:	Illinois State University
Address:	1115 Market Street, Normal, IL, 61761, United States
Keywords:	asymptotic distributions ; sequential probability ratio test ; staggered entry ; censoring ; multicenter clinical trial ; likelihood function
Abstract:	We prove a nonlinear renewal theorem for random walks perturbed by an approximately stationary sequence and a slowly changing sequence. Also, we obtain the limiting joint distribution of the excess over the boundary and last perturbation, along with an approximation to expected first passage times. As an application, we consider a multicenter clinical trial where patients enter for treatment at random times; upon arrival, each patient is randomly assigned to one of the two treatments. We develop a sequential probability ratio test that compares the effects of treatments on patient's survival distribution while allowing for "site" effects and censoring. Using Monte Carlo simulation, we determine the critical values of the test.

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