Bayesian decision procedures for dose determining experiments

This paper describes the Bayesian decision procedure and illustrates the methodology through an application to dose determination in early phase clinical trials. The situation considered is quite specific: a fixed number of patients are available, to be treated one at a time, with the choice of dose for any patient requiring knowledge of the responses of all previous patients. A continuous range of possible doses is available. The prior beliefs about the dose-response relationship are of a particular form and the gain from investigation is measured in terms of statistical information gathered. How all of these specifications may be varied is discussed. A comparison with the continual reassessment method is made.