Two-Sample Repeated Significance Tests Based on the Modified Wilcoxon Statistic

Abstract

Abstract The asymptotic distribution theory of sequentially computed modified-Wilcoxon scores is developed for two-sample survival data with random staggered entry and random loss to follow-up. The asymptotic covariance indicates generally dependent modified-Wilcoxon increments, contradicting (the authors' reading of) Jones and Whitehead (1979). A repeated significance testing procedure is presented for testing the equality of two survival distributions based on the asymptotic theory. The early stopping properties of this procedure are illustrated by a prostate cancer example.