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JOURNAL ARTICLE

The choice of sample size: a mixed Bayesian / frequentist approach

Hamid Pezeshk, Nader Nematollahi, Vahed Maroufy, John Gittins
Statistical Methods in Medical Research 2009, 18 (2): 183-94
18445695
Sample size computations are largely based on frequentist or classical methods. In the Bayesian approach the prior information on the unknown parameters is taken into account. In this work we consider a fully Bayesian approach to the sample size determination problem which was introduced by Grundy et al. and developed by Lindley. This approach treats the problem as a decision problem and employs a utility function to find the optimal sample size of a trial. Furthermore, we assume that a regulatory authority, which is deciding on whether or not to grant a licence to a new treatment, uses a frequentist approach. We then find the optimal sample size for the trial by maximising the expected net benefit, which is the expected benefit of subsequent use of the new treatment minus the cost of the trial.

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