A self-designing rule for clinical trials with arbitrary response variables

For testing one-sided but also two-sided hypotheses concerning several treatment arms in group sequentially performed clinical trials with arbitrary outcome variables, a general learning method is considered that allows for a complete self-designing of the study. All information available prior to a stage is used for estimating the sample size and the weight for the next step. In ‘using up’ the variance, the test statistic is built in a bounded finite but random number of stages to test just once the null-hypothesis on rejecting.