Alpha-spending function (source code)

= Alpha-spending function
{title2=$\alpha(u)$}

An <Alpha-spending function> assigns the cumulative <Type I error> budget to successive information fractions in a <group sequential design>. Its total at the final analysis is the overall <significance level>. The rejection boundaries must be calibrated using the <joint probability distribution>[joint distribution] of the sequential <test statistics>; <independent random variables>[independent] fixed-level tests do not automatically spend the assigned budget correctly.