This paper considers a general class of statistics for testing the equality
of two survival distributions in clinical trials with sequential monitorin
g. The tests can be expressed as Lebesgue-Stieltjes integrals of a weight f
unction with respect to the difference between two survival distributions.
Prominent members of this class include the two-sample difference in Kaplan
-Meier estimates, the test of medians (Brookmeyer & Crowley, 1982), a trunc
ated version of Efron's (1967) test and the Pepe-Fleming statistic (Pepe &
Fleming, 1989, 1991). Statistics in this class are shown to converge to a G
aussian process, indexed by information time, under both null and local alt
ernatives even if different statistics are used at different information ti
mes. Properly standardised, statistics in a subclass converge to Gaussian p
rocesses with independent increments so that the usual group sequential tec
hniques for monitoring a clinical trial can be applied. The design of a tri
al comparing two treatments with respect to mother-to-newborn transmission
of HIV is used to illustrate practical aspects of monitoring.