Monitoring of a pilot toxicity study with two adverse outcomes

We consider monitoring a pilot toxicity study in which the adverse outcome is bivariate and the goal is to terminate the trial if evidence of excessive toxicity is encountered. We develop a Bayesian monitoring rule, based on the posterior probability that the frequency of either adverse outcome exceeds that observed under standard therapy. This rule is intuitive and ethical, and extends in a straightforward fashion from the univariate to the multivariate case. Since p-values and confidence intervals are standard methods for reporting the results of clinical trials, we also suggest how frequentist inferences may be drawn at the conclusion of a study monitored in this fashion. This work thus represents an integration of Bayesian and frequentist methodology for sequential clinical trials.