Fractional Brownian motion and long term clinical trial recruitment. (English) Zbl 1207.62215
Summary: Prediction of recruitment in clinical trials has been a challenging task. Many methods have been studied, including models based on Poisson processes and large sample approximations by Brownian motions (BM); however, when the independent incremental structure is violated for the BM model, we could use fractional Brownian motion to model and approximate the underlying Poisson process with random rates. In this paper, fractional Brownian motion (FBM) is considered for such conditions and compared to the BM model with illustrated examples from different trials and simulations.
MSC:
| 62P10 | Applications of statistics to biology and medical sciences; meta analysis |
| 60J70 | Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) |
Keywords:
predictionSoftware:
longmemoReferences:
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