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Alpha Spending Function
Jihao Zhou
a
; Glen Andrews
b
a
Department of Biostatistics, Allergan, Inc., Irvine, California, U.S.A.
b
Department of Biostatistics, Pfizer, Inc.,
San Diego, California, U.S.A.
Online Publication Date: 23 April 2007
To cite this Section Zhou, Jihao and Andrews, Glen(2007)'Alpha Spending Function',Encyclopedia of Biopharmaceutical
Statistics,1:1,1 9
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Alpha Spending Function
Jihao Zhou
Department of Biostatistics, Allergan, Inc., Irvine, California, U.S.A.
Glen Andrews
Department of Biostatistics, Pzer, Inc., San Diego, California, U.S.A.
Abstract
Clinical trials have become the major standard over the past three decades for evaluating new therapies and
medical interventions. In the majority of studies accruing data are monitored and analyzed at intervals by
the sponsor or an independent data monitoring committee. Any repeated signicance tests will inate the
type I error probability, and lead to false claims of a treatment benet even when one does not exist. Group
sequential methods were introduced in the late 1970s in order to control the type I error; however, they
require predetermination of the number of interim analyses and equal increments of information between
looks. A more exible approach was introduced by Lan and DeMets [Lan, K.K.G.; DeMets, D.L. Discrete
sequential boundaries for clinical trials. Biometrika 1983, 70(3), 659663.], which eliminated the
constraints of the group sequential methods by introducing a spending function for alpha. In this entry, we
review the background for the alpha spending function, give an overview of classic group sequential
methods, and focus on the alpha spending functions.
INTRODUCTION
Clinical trials have become the major standard over the
past three decades for evaluating new therapies and
medical interventions. In the majority of studies, accruing
data are monitored and analyzed at intervals by the
sponsor or an independent data monitoring committee.
Any repeated signicance tests will inate the type I error
probability and lead to false claims of a treatment benet
even when one does not exist. Group sequential methods
were introduced in the late 1970s in order to control the
type I error; however, they require predetermination of the
number of interim analyses and equal increments of
information between looks. A more exible approach was
introduced by Lan and DeMets,
[1]
which eliminated the
constraints of the group sequential methods by introducing
a spending function for alpha. In this entry, we review the
background for the alpha spending function, give an
overview of classic group sequential methods, and focus
on the alpha spending functions.
BACKGROUND
Interim Analysis
In the ICH Guideline E9 (Statistical Principles for Clinical
Trials), an interim analysis is dened as any analysis
intended to compare treatment arms with respect to
efcacy or safety at any time prior to the formal
completion of a trial.
[2]
Generally, the use of an interim
analysis can aid in decision making on: (a) early stopping
of a clinical trial for overwhelming efcacy, (b) early
stopping for futility, and (c) modication of certain aspects
of the trial design mid-course such as, sample size
re-estimation in order to have sufcient power. In
conducting interim analyses, we carry out repeated
signicance tests, which inate the overall signicance
level, and thus increase the chances of a false positive
claim.
[3]
Several group sequential methods
[47]
have been
developed for use to preserve the overall signicance level
alpha.
STANDARD GROUP SEQUENTIAL METHODS
Although not originally described as a group sequential
procedure, a method described by Haybittle
[6]
in 1971 and
later supported by Peto et al.
[7]
has often been used. For
each analysis, Haybittle proposed a very conservative
analysis critical value for all interim analyses (e.g., G3.0
or G3.5) such that the type I error increases almost
negligibly. This implies for all practical purposes, one
could use the usual 5% critical value of G1.96 at the last
scheduled analysis should the trial continue that far. More
formally:
C(k;a) ZC
HP
; k Z1;.;KK1;
C(k;a) ZZ
1Ka=2
; k ZK:
In the above equations, the subscript HP indicates
HaybittlePeto, K is the total number of analyses, and a is
Encyclopedia of Biopharmaceutical Statistics DOI:10.1081/E-EBS-120041942
Copyright q 2006 by Informa Healthcare USA, Inc. All rights reserved. 1
Keywords: Alpha spending function; Clinical trial; Data monitoring;
Group sequential analysis; Interim analysis; Type I error.
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the overall signicance level for a study. Obviously, a
disadvantage is the somewhat ad hoc choice for the interim
testing levels. Another disadvantage is the uncertainty
regarding the overall probability of type I error.
Pocock
[4]
more formally introduced the term group
sequential with his work in 1977, modifying proposals by
McPherson and Armitage. His method uses a constant
boundary in order to make a decision about whether or not
to reject the null hypothesis and to control the overall
signicance level alpha. Here:
C(k;a) ZC
p
(K;a); k Z1;.;K:
His proposal uses up the overall signicant level
equally at each time point that an analysis is undertaken.
OBrien and Fleming
[5]
proposed an alternative method
in 1979, which uses a monotone-decreasing boundary,
against which the test statistic is compared to decide
whether or not to reject the null hypothesis. In this case:
C(K;a) ZC
OF
(K;a)

(K=k)
p
; k Z1;.;K:
It starts with a very stringent nominal signicant level,
making it very difcult to stop the trial early on, but ending
with a nominal signicant level very close to the overall
signicance level.
Fig. 1 shows the comparison of the three group
sequential methods using aZ0.05 with a two-sided
standard normal test statistic Z and four interim analyses.
The three methods have very different stopping boundaries.
The OBrienFleming method is unlikely to lead to
stopping in the early stages. Later on, however this
procedure leads to a great chance of stopping prior to the
end of the study compared to the other two methods. Both
the Peto and OBrienFleming methods avoid the awkward
situation of accepting the null hypothesis when the statistic
at the end of the trial is much larger than the conventional
critical value (i.e., 1.96 for a conventional two-sided
signicance level). It is not obvious what criteria should be
used to select from among the various rules; however, of
the three methods described, the OBrienFleming more
closely mimics the behavior of many data monitoring
committees, who are usually conservative at the beginning
stage of the trial when they will require a greater level of
evidence to persuade them to stop a study early.
ALPHA SPENDING FUNCTIONS
Origin of Alpha Spending Function
The practical problems in implementing the standard
sequential methods are that rst they require a prior
specication of the number of interim analyses needed for
a clinical trial, and secondly they require that the interim
analyses must be equally spaced so that the amount of
information which accrues for each interim analysis is
uniform. These may actually cause difculty and
inconvenience in conducting a clinical trial. For example,
the DSMB (Data and Safety Monitoring Board), which is
usually responsible for conducting the interim analysis,
may not be able to have all its members available at a
specic time point when additional data has been accrued.
Lan and DeMets proposed the alpha spending function
approach to overcome those problems by extending the
group sequential concept to a very exible method that
controls the overall alpha level, while allowing for the
number and exact timing of the interim analyses to remain
unspecied a priori.
[1]
If a spending function is selected in
advance of the study, starting according to a desired
boundary, then interim analyses can be conducted as
needed. Even determining the frequency of analyses based
on emerging trends negligibly affects the false-positive
error rate, especially for conservative boundaries.
[28]
The spending function of Lan and DeMets was
developed in the context of designs that do not allow
early stopping with rejection of the alternative hypothesis.
Pampallona, Tsiatis, and Kim
[14]
proposed an adaptation,
whereby the total probability of the type II error (b) can be
incorporated after successive looks. For this reason the
alpha spending function has also been referred to as the use
function,
[8]
spending function,
[11,12]
and the error
spending function.
[13]
Here we will use the term alpha
spending function.
Concept of Alpha Spending Function
Slud and Wei
[15]
discussed the idea of distributing the
overall signicance level alpha (a) to each interim
analysis by using the increments of a, say, a
1
,.,a
K
,
where a
1
C/Ca
K
Za, and K is predened as the total
number of analyses in the study. However, no particular
1 2 3 4 5

2
0
2
4
Number of looks
S
t
a
n
d
a
r
d
i
z
e
d

n
o
r
m
a
l

s
t
a
t
i
s
t
i
c

(
Z
i
)
OBrienFleming
Pocock
HaybittlePeto
Continue
Reject Ho
Reject Ho
Accept Ho
Fig. 1 Comparison of three group sequential methods using
aZ0.05 with a two-sided standard normal test statistic Z.
Alpha Spending Function 2
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function was suggested or proposed to distribute the a,
although they recommend that the sequence a
1
,.,a
K
be
increasing. Lan and DeMets
[1]
rst suggested the alpha
spending function concept. The function a*(t) describes
the rate at which the total signicance level alpha is to be
spent or used as a continuous function of information
fraction t. In the context of a clinical trial, t indicates how
much of the trial has been completed in terms of the
accumulated information, and thus indicates how much of
the allowable type I error should be allocated.
[10]
The a*(t)
generates the cumulative signicance level used up after
the current analysis and relates the sequence of nominal
signicance levels through a Brownian motion process.
[1]
Derivation of the Original Spending Function
The original boundary suggested by Lan and DeMets was
proposed because of its similarity to the OBrienFleming
boundary. The derivation of that spending function is
presented here to help the reader understand the process.
This is described for a one-sided test, but it is easy to
generalize to a two-sided test by replacing a by a/2.
Let {B(t), 0%t%1} be a standard Brownian motion
process, and let t be the rst exit time across the boundary.
Here lets consider a horizontal boundary b(t)Zz
a/2
, so if
we assign a*(t)ZPr(t%t), then it follows that:
1. a*(0)Z0;
2. For 0!t%1,
a
+
(t) Z Pr(t%t)
Z Pr(}B(t)} Ob(t))
Z Pr(}B(t)} OZ
a=2
) (because b(t) Z Z
a=2
)
Z Pr(}B(t)=

t
_
} OZ
a=2
=

t
_
):
Z Pr(}Z} OZ
a=2
=

t
_
) (because B(t) wN(0;t);
then B(t)=

t
_
w N(0;1))
Z 2(1KF(Z
a=2
=

t
_
))
(where F is the standard normal function)
Z 2K2F(Z
a=2
=

t
_
):
So, a*(t) is strictly increasing in t; and a*(1)Za, which
is equal to the prespecied signicance level.
Assume that B(t) be observed only at discrete time
points t
i
, iZ1,.,K, with 0!t
1
!/!t
K
Z1. Assign an
accumulated boundary crossing probability a*(t
1
) to the
point t
1
, by dening b
1
to satisfy
PrB(t
1
) Ob
1

Z Prt2[0;t
1
]
Z a
+
(t
1
)
For iZ2,.,K,
PrB(t
j
) !b
j
; j Z1;.;i K 1; B(t
i
) Ob
i

Z Prt2(t
iK1
;t
i
)
Z a
+
(t
1
) Ka
+
(t
iK1
)
Once we allocate the alpha to the spending function,
then the next step is that we need to calculate the nominal
boundary (b
1
,.,b
K
) against which the observed test
statistic can be compared to conduct the statistical
hypothesis testing.
For iZ1,
PrB(t
1
) !b
1

Z 1KPrB(t
1
) Ob
1

Z 1Ka
+
(t
1
)
Z 1K(2K2F(Z
a=2
=

t
_
))
(plug in the function we derived above)
Z 2F(Z
a=2
=

t
1
_
) K1:
From standard Brownian motion, we know that
B(t
1
)=

t
1
_
wN(0;1), then
b
1
Z

t
1
_
F
K1
2F(Z
a=2
=

t
1
_
) K1:
For iZ2,.,K, evaluation of b
i
can be done by using
numerical integration,
[3,11,13]
because from the Brownian
motion process, we know that the B(t
1
),.,B(t
K
)
jointly follow a multivariate normal distribution.
[16,17]
The algorithm for the numerical integration can be found
in references.
[3,11,13]
Note the above calculation process of the boundary
depends only on the functional form a*(t) and information
t
1
,.,t
i
, therefore we do not need to know K (the total
number of analyses) or t
iC1
,.,t
K
(the future time points).
Now we are in a position to use this derived function and
the corresponding evaluated boundary values to conduct
an interim analysis without the necessity of either knowing
K (the total number of analyses) or the equal spacing of
information t
i
; indeed the points t
1
,.,t
i
need not be
equally spaced.
TYPES OF ERROR SPENDING FUNCTIONS
The above error spending function was the rst one
derived from the standard Brownian motion process as we
have shown, and is only one of many functions that have
been proposed or developed since then. Other approaches
dened in the original paper by Lan and DeMets
[1]
were:
1. Pocock-type
a
+
2
(t) Za ln[1C(e K 1)t]; 0!t %1
It can approximate the standard group sequential
method Pocock boundary.
Alpha Spending Function 3
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2. Uniform function
a
+
3
(t) Zt; 0!t %1
It spends alpha uniformly over the infor-
mation fraction t.
Additional functions introduced subsequent to this
include:
3. r [Kim and DeMets
[8]
]
a
+
4
(t) Zat
r
; 0!t %1
Special mention was made of rZ2 and rZ
3/2, which reduce the likelihood of the
embarrassing situation of having a signicant
result at the kth analysis and a non-signicant
results at the (kC1)th analysis.
4. Segmental function [Li and Geller
[18]
]
a
+
5
(t) Z0:8at}0%t %0:75
C(1:6at K 0:6a)}0:75!t %1
They noted that by using the strictly convex
functions, such as that by Kim and DeMets,
[8]
the analysis times will be severely restricted,
especially near the end of a trial, where
frequent monitoring is often desirable.
[19]
They proposed the above spending function
to have the property of the uniform use of
60% of the alpha during the accrual of 75% of
the information and 40% of alpha reserved for
the last 25% information.
5. One-parameter Gamma Family [Hwang, Shi,
DeCani
[9]
]
a
+
6
(t) Za(1Ke
Kgt
)=(1Ke
Kg
); g s 0;
0!t %1;
a
+
6
(t) Zat; g Z0; 0!t %1:
It includes members similar in shape to the
spending functions of Pocock (gZ1) and
OBrienFleming (gZK4). Negative values of
g yield convex spending functions that increase
in conservatism as g decreases, while positive
values of g produce convex spending functions
that increase in aggressiveness as g increases.
6. Other types include the unifying family of
Kittleson and Emerson
[20]
for the mean statistic
and the WangTsiatis delta family,
[21]
which
includes standard group sequential methods such
as Pococks and OBrienFlemings methods as
special cases.
Generally speaking, the Pocock-type and the
OBrienFleming-type are two extreme cases. The
former is an aggressive method in terms of spending
alpha heavily at the early stage of the trial, while the
latter is a conservative method because it spends a
very little at the beginning but reserves the majority
of alpha for later stage of the trial.
CHOICE OF ALPHA SPENDING FUNCTION a*(t )
Because there are many types of alpha-spending functions,
we provide some guidance below:
The function should be an increasing function a*(t)
with a*(0)Z0, and a*(1)Za to construct the boundary
and to enable the control of the overall signicance level
for a study.
[1]
A strictly convex a*(t) is recommended
in general.
[8,10,15,19]
Using steadily increasing sequence of
a*(t
k
)Ka*(t
kK1
) so that the resulting boundary values
b
k
=

t
k
_
decrease. Using steadily decreasing boundary
values will be unlikely to result in an embarrassing
possibility of nonsignicant result at t
kC1
when a decision
to stop the trial with signicant results at t
k
, was
deferred.
[15]
A situation like this may result in the
DSMB deciding to ignore the boundary being crossed
and is called overruling.
[22]
When short-term effects are of interest in a clinical trial
with planned interim analyses, then early stopping would
be desirable, so a*(t) with a smaller expected stopping
time (e.g., Pocock-type a spending function) has a good
chance of an early rejection of the null hypothesis if the
alternative hypothesis is true.
[10]
On the other hand, when
long-term effects are of interest, use more convex a*(t)
that would generate boundaries similar to OBrien and
Fleming boundaries. By doing so, we will use very little
alpha at the early interims and save the majority of the
alpha for near the end of the trial.
INFORMATION FRACTION t
Once weve made a choice about the alpha spending
function, then the next important step is to decide how to
dene operationally the information fraction t before the
trial starts. Obviously, even if we use the same alpha
spending function, different denitions of t would lead to
different boundary values. Here we give some guidance. In
general, the information fraction t should be dened as the
amount of information provided by the accumulated
subjects up to the current analysis, divided by the amount
of total information planned or expected for the study.
[10]
For comparing means or proportions, t is approximated by
the observed sample size divided by the expected
maximum sample size (n/N). For survival data, t may be
approximated by the number of observed events (for
example, deaths in a clinical oncology trial) divided by the
Alpha Spending Function 4
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total expected number of events (e/E); t may also be
approximated by the time up to current analysis, divided
by the total planned duration for the study (t/T). The
former is called maximum information design and the
latter maximum duration trial. For repeated measurements
data, a denition of t in the context of the linear mixed
model was provided by Lee and DeMets.
[23]
COMPUTING SOFTWARE
Because computation for using the alpha spending
function normally requires complex numerical integration,
several software packages have been developed and are
available for sequential analyses. The software EaSt
(version 3.1 or higher) is commercially available from
Cytel Corporation, Cambridge, Massachusetts. LANDEM
is a Fortran-based program publicly available from the
Department of Biostatistics, the University of Wisconsin,
Madison, Wisconsin, and its detailed usage with examples
has been published.
[11]
R is free software widely used in
the statistical circle around the world and it has a function
called the ldBands( ) function which can carry out alpha
spending function calculations.
[24]
PEST is commercially
available from the MPS unit, the University of Reading,
United Kingdom, featuring the triangular sequential
test.
[25]
The SCSeq Add-on package for S-plus is
commercially available from the Insightful Corporation,
Seattle, Washington.
[13]
APPLICATION OF THE ALPHA
SPENDING FUNCTION
Design of an Interim Trial Using Alpha
Spending Function
The alpha spending function has been applied in clinical
trials with planned interim analyses to aid decision making
on early stopping in a number of different scenarios:
1. Stop early for efcacy only, i.e., to reject H
0
on a
one-sided test.
2. Stop early for safety only, i.e., to reject H
0
on a one-
sided test.
3. Stop early for futility only, i.e., to reject H
1
on a
one-sided test.
4. Stop early for efcacy or safety, i.e., to reject H
0
on
a two-sided test.
5. Stop early for efcacy or futility, i.e., to reject H
0
or
reject H
1
on a one-sided test.
6. Stop early for efcacy, safety, or futility, i.e., to
reject H
0
or reject H
1
on a two-sided test.
7. Stop early for futility only, i.e., to reject H
1
on a
two-sided test.
In the above, scenarios 1 and 2 are essentially the same
in terms of the methodology except that the statistic in 1 is
related to efcacy, e.g., the reduction in viral load in an
AIDs trial, while the statistic in 2 is related to safety, such
as detecting an increase in the number of adverse events
for a new compound compared to an approved drug in the
same class.
Scenario 4 is a two-sided test, which is actually often
used in clinical trial practice.
In scenario 3, this use is usually referred to as beta
spending function instead of alpha spending function
because the lower futility stopping boundary (critical
values) is chosen to maintain the nominal type II error
rate,
[14]
i.e., the spending function is chosen to control the
rate of spending type-II error. Monitoring for futility is
usually combined with a test for benet as in scenario 5,
and this approach is becoming more popular in clinical
trial practice. Scenario 6 is usually called a two-sided test
with an inner wedge,
[13]
which is used to accept H
0
.
Scenario 7 is sometimes called only an inner wedge,
which is rarely used in practice.
[13]
The choice between a
one-sided and a two-sided test is based on the parameter of
interest. In some cases, a one-sided alternative is
appropriate because departures from H
0
in the other
direction are either implausible or impossible. In other
cases, the parameter of interest may lie on either side of
H
0
, but the alternative is chosen in the one direction in
which departures from H
0
is of clinical interest.
Obviously, a one-sided test tends to reduce the expected
sample size.
[13]
Here we present examples for the commonly used
scenarios 4 and 5. The other scenarios are relatively easy
extensions of 4 and 5, so they are not illustrated here.
Table 1 Design of an interim trial using OBrienFleming-type spending function
Look
Number of
events
Information
fraction (t) Hazard ratio P-value
Lower
boundary
(Z)
Upper
boundary
(Z)
1 70 0.25 0.34 0.0001 K4.33 4.33
2 140 0.50 0.59 0.003 K2.96 2.96
3 211 0.75 0.71 0.018 K2.36 2.36
4 281 1.00 0.78 0.044 K2.01 2.01
Alpha Spending Function 5
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For scenario 4, lets design a hypothetical Phase III,
randomized, double-blind, active-controlled, clinical
oncology trial to compare the efcacy of the new
investigational drug monotherapy against that of the
standard therapy to treat a specic cancer in adult
patients. Three interim analyses are to be planned for
this trial. The primary efcacy endpoint for this trial is
progression free survival (PFS); and from literature,
median PFS for standard therapy is 4 months and we
expect that the median PFS for the new drug will be
improved by 50% to 6 months. Patients are to be
randomly assigned to a new investigational drug and to a
standard therapy in a 2:1 fashion to allow more patients
to receive the promising new therapy. We will use the
OBrienFleming-type spending function to design this
trial. Table 1 shows the details we need given a two-
sided, aZ0.05 and 90% power, illustrated graphically in
Fig. 2. The computation was carried out using the
software EaSt 3.1.
For scenario 5, we will use the example presented by
Pampallona, Tsiatis, and Kim,
[14]
which was a typical,
randomized, two-arm trial comparing a control to an
experimental arm on the basis of a one-sided normally
distributed statistic (Z). Its assumed that under the
alternative hypothesis, the effect size (mean difference
divided by standard deviation) equals 0.25. Three interim
analyses (a total of 4 looks) were planned for this study.
Patients were to be randomly assigned to the two groups in a
1:1 fashion. The OBrienFleming-type spending function
was used to design this trial. Table 2 shows the details we
need given a one-sided aZ0.05 and 90% powerthis
again is illustrated graphically in Fig. 3. As shown here, the
use of a futility boundary allows us to stop the study early
when the treatment is not working, which leads to a smaller
expected sample size under the null hypothesis.
Analysis of an Interim Trial using the Alpha
Spending Function
For illustrative purposes, we will describe the approach to
the Beta-Blocker Heart Attack Trial (BHAT). BHAT was
a randomized double-blind, multicenter trial to evaluate
the effect of propranolol in reducing mortality in patients
who had recently suffered a myocardial infarction.
[26,27]
The OBrien and Fleming-type a spending function was
used. The statistical analysis of time to event data was
carried out using a log-rank statistic. For this study, the
calculated log-rank statistic for each interim analysis is
shown in the last column of both Tables 3 and 4. Two
scenarios of designs are shown here.
1. As a maximum information trial: if the study was
planned with total amount of information DZ400
deaths, the information fraction at each interim
analysis would be the number of deaths up to that
point divided by D (d/D). After the information
fraction is obtained, then a boundary value (Z) can
be computed using the OBrien and Fleming-type a
spending function (see Table 3).
2. As a maximum duration trial: if the study was
planned with duration 48 months, the information
fraction for each analysis would be the time up to
current analysis divided by the T(t/T). After the
information fraction is determined, then a
boundary value (Z) can be computed using the
OBrienFleming-type a spending function (see
Table 4).
1 2 3 4 5

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Continue
Reject Ho
Reject Ho
Accept Ho
Fig. 2 Design of an interim analysis using OBrienFleming-
type function with aZ0.05, 90% power and a two-sided test.
Table 2 Design of an interim trial using OBrienFleming-type spending function for simultaneous efcacy/futility purpose
Look Number of cases
Information fraction
(t)
Lower stopping
boundary
Upper stopping
boundary
1 150 0.25 K1.220 3.372
2 300 0.50 0.220 2.384
3 450 0.75 1.063 1.947
4 600 1.00 1.686 1.686
Alpha Spending Function 6
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Fig. 4 shows the interim analysis for the BHAT trial
using the OBrienFleming-type function. Obviously, the
two boundaries are very different, although the stopping
point for this example happens to coincide at the sixth
interim analysis point, where the observed log-rank
statistic (ZZ2.82) exceeded both boundaries at this
interim analysis time point. However, we should bear in
mind that generally that may not be the case. Therefore, it
is critical to pre-specify how to dene the information
fraction t as well as the predetermined spending functional
form.
Some Issues in using the Alpha-Spending
Functions
With the application of alpha-spending functions into
clinical trials, questions involving interim analysis have
been arising, such as how to deal with overruling,
[22]
changing monitoring frequency,
[28]
and multiple primary
endpoints in clinical trials.
[29]
For instance, because the
statistical decision rule is only one of the factors for
consideration in making a nal decision about whether to
stop or continue a trial based on a certain time point
interim analysis, the DSMB may decide to continue a trial
even when the statistical boundary has been crossed. This
is called overruling. In the case of overruling, we may buy
back the previously spent probability to be respent or
redistributed at future looks.
[22]
Sometimes, the frequency
has to be increased due to emerging trends. In this case, the
probability of type I error will no longer be preserved
exactly, but simulation results show that the changing
frequency of interim analyses has a negligible ination of
the type I error
[28]
for the common spending functions
such as OBrienFleming type. Recently, a global alpha
spending function has been proposed for a trial with
1 2 3 4 5

2
0
2
4
Number of looks
S
t
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Continue
Reject Ho
Reject H1
Fig. 3 Design of an interim analysis for simultaneous efcacy
and futility using OBrienFleming-type function with aZ0.05,
90% power and a one-sided test.
Table 3 Interim analysis for Beta-Blocker Heart Attack Trial (BHAT) as a maximum information trial (DZ400)
Planned look Number of deaths (d)
Information fraction
(d/D) Boundary value (Z) Log-rank statistic
1 56 0.14 5.88 1.68
2 77 0.19 5.04 2.24
3 126 0.32 3.79 2.37
4 177 0.44 3.19 2.30
5 247 0.62 2.64 2.34
6 318 0.80 2.30 2.82
Table 4 Interim analysis for Beta-Blocker Heart Attack Trial (BHAT) as a maximum duration trial (TZ48)
Planned look
Calendar time in
months (t)
Information fraction
(t/T) Boundary value (Z) Log-rank statistic
1 11 0.23 4.53 1.68
2 16 0.33 3.73 2.24
3 21 0.43 3.24 2.37
4 28 0.58 2.74 2.30
5 34 0.70 2.49 2.34
6 40 0.83 2.27 2.82
Alpha Spending Function 7
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multiple primary endpoints.
[29]
Asymmetric boundaries
are also common and allow for stopping rules for both
efcacy and safety, and to allow for early stopping for
futility.
[14]
Other issues include how to provide valid
parameter estimates and condence intervals at the end of
a study, allowing for any shrinkage to the estimates that
may have occurred because of the interim analyses.
[30]
The
detailed expositions of these issues are beyond the scope of
this entry. Interested readers may refer to the respective
reference for details.
CONCLUSION
The alpha spending function is a practical tool to control
the rate at which the overall type I error alpha is to be spent
or used as a continuous function of information fraction. It
is very exible. The total number of interim analyses need
not be prespecied, and the information fraction need not
be equally spaced. The users can also specify their own
spending function. Implementation is made easy because
of the availability of computing software.
ACKNOWLEDGMENTS
We would like to thank Parke-Davis Pharmaceutical
Research Division of Warner-Lambert Company for initial
support of my work on this eld. We want to express
appreciation to Eric Yan, Nai-tee Ting, and Randy Allred
for valuable suggestions in the preparation of this
manuscript. Our continued motivation in this eld would
not be possible without collaboration with our Pzer
clinical colleagues on applications of the alpha-spending
functions in clinical trials practice. R software was used
for making the in-text graphs.
ARTICLES OF FURTHER INTEREST
Clinical Trials; Data Monitoring Committees (DMC);
Group Sequential Methods; Group Sequential tests and
Variance Heterogeneity in Clinical Trials; Interim
Analysis; International Conference on Harmonization
(ICH); Statistical Principles for Clinical Trials; Statistical
Signicance.
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Alpha Spending Function 8
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