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Keywords:

  • Clinical trials;
  • Interim analysis;
  • Sequential analysis;
  • Hypothesis testing;
  • Bayesian inference;
  • Posterior probability;
  • Normal sampling

Abstract

This paper concerns interim analysis in clinical trials involving two treatments from the points of view of both classical and Bayesian inference. I criticize classical hypothesis testing in this setting and describe and recommend a Bayesian approach in which sampling stops when the probability that one treatment is the better exceeds a specified value. I consider application to normal sampling analysed in stages and evaluate the gain in average sample number as a function of the number of interim analyses.