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Sequential Randomization Tests Using e-values: Applications for trial monitoring

Published: December 4, 2025 | arXiv ID: 2512.04366v3

By: Fernando G Zampieri

Potential Business Impact:

Tests medical treatments fairly, no matter when you stop.

Business Areas:
A/B Testing Data and Analytics

Sequential monitoring of randomized trials traditionally relies on parametric assumptions or asymptotic approximations. We discuss a nonparametric sequential test and its application to continuous and time-to-event endpoints that derives validity solely from the randomization mechanism. Using a betting framework, these tests constructs a test martingale by sequentially wagering on treatment assignments given observed outcomes. Under the null hypothesis of no treatment effect, the expected wealth cannot grow, guaranteeing anytime-valid Type I error control regardless of stopping rule. We prove validity and present simulation studies demonstrating calibration and power. These methods provide a conservative, assumption-free complement to model-based sequential analyses.

Page Count
48 pages

Category
Statistics:
Methodology