A Worked Example: Spending Your Alpha Across Three Interim Looks

In the last article we defined Group Sequential Testing conceptually: spend your alpha budget across a small number of pre-planned looks instead of all at once. This article makes that concrete with actual numbers — a three-look schedule you could use on a real experiment tomorrow, plus the single most common mistake teams make when they try to justify it.

The Schedule

Suppose you plan three interim looks: day 1, day 3, and day 7 (your final look). You assign a nominal p-value threshold to each...

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