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Repeated Confidence Intervals in Self‐Designing Clinical Trials and Switching between Noninferiority and Superiority

In self‐designing clinical trials, repeated confidence intervals are derived for the parameter of interest where the results of the independent study stages are combined using the generalized inverse chi‐square‐method. The confidence intervals can be calculated at each interim analysis and always hold the predefined overall nominal confidence level. Moreover, the confidence intervals calculated during the course of the trial are nested in the sense that a calculated interval is completely contained in all the previously calculated intervals. During the course of the self‐designing trial the sample sizes as well as the number of study stages can be determined simultaneously in a completely adaptive way. The adaptive procedure allows an early stop for significance.