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Many thanks to all those who replied to my query on interim analysis. Lada Smoljanovic wrote: The following reference might help you: S.C.Choi (1997). Interim Analysis and Early Termination of Clinical Trials. Journal of Biopharmaceutical Statistics, 7, 533-543. -------------------------------------------------------- Stuart Barber replied: The density function of the test statistics is multivariate (and often assumed to be multivariate normal). Evaluating it usually requires repeated numerical integration; an efficient algorithm is given in Jennison, C. (1994). Numerical computations for group sequential tests. In Computing Science and Statistics vol. 25, (Tartar, M., & Lock, M.D., eds), pp263-272. This information also appears in chapter 19 of Jennison, C. & Turnbull, B.W. (2000). Group sequential methods with applications to clinical trials. Chapman & Hall / CRC: London. I believe Chris Jennison has made some FORTRAN software available at his web page: http://www.bath.ac.uk/~mascj -------------------------------------------------------- Jon Cooke replied: I looked into the subject of Interim Analysis a few months ago and found the following texts very useful. Group Sequential Methods with Applications to Clinical Trials by Chris Jennison and Bruce Turnbull The Design and Analysis of Sequential Trials by John Whitehead Both are excellent texts, but do require a high degree of understanding of mathematics if you want to understand the calculations. Most people use tables to find alpha values as the calculation to find them involves recursive numerical integration. There are computer programs to evaluate them (EAST and PEST), but they tend to be very expensive. To answer your original question. I believe that a normal distribution is assumed for the data hence Z values and would therefore have the standard density function for the normal distribution (I think that is the case anyway). You may want to check in the book references I gave. ~~~~~~~~~~~~~~~~~~~~~~~ Jochen Weber, PhD Dpt. of Biometrics IMFORM GmbH, Birkenweg 14, D-64295 Darmstadt, Germany ++49-6151-8280-23 (tel) ++49-6151-8280-10 (fax) ~~~~~~~~~~~~~~~~~~~~~~~ %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%