Alpha-spending approach

Alpha-spending approach. One of a number of frequentist approaches to sequential trials. It controls the type I error rate by proposing a time path for spending the type I error rate allowed for the trial. This avoids having to specify in advance the exact time points at which analysis must take place. 

If an AE fits the description of tier 1, then one needs to make appropriate control of multiplicity only for the number of subgroups. Bonferroni or other alpha-spending approach may provide appropriate balance in such a case. 

Figure 19.3 Alpha-spending functions for Pocock and O Brien-Fleming approaches.

Demets DL, Lan KKG (1994) Interim Analysis - the alpha-spending function approach. Statistics in Medicine 13 1341-1352. 

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