Article ID Journal Published Year Pages File Type
10525115 Journal of Statistical Planning and Inference 2011 6 Pages PDF
Abstract
Prediction of recruitment in clinical trials has been a challenging task. Many methods have been studied, including models based on Poisson process and its large sample approximation by Brownian motion (BM); however, when the independent incremental structure is violated for BM model, we could use fractional Brownian motion to model and approximate the underlying Poisson processes with random rates. In this paper, fractional Brownian motion (FBM) is considered for such conditions and compared to BM model with illustrated examples from different trials and simulations.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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