Prediction approaches to sequentially searching for an optimal dose.

The search for an optimal dose of a drug has been investigated in a sequential setting to ensure the safety level by Eichhorn and Zacks (1973, Journal of the American Statistical Association 68, 594-598; 1981, Communications in Statistics--Theory and Methods A10, 931-953), Eichhorn (1974, Communications in Statistics 3, 263-271), and Robinson (1978, Biometrika 65, 75-78). In this paper the procedure proposed by Robinson is given a new interpretation in terms of mean coverage tolerance prediction, and a new procedure in terms of guaranteed coverage tolerance prediction is proposed. The new procedure has better properties and is more stringent, and hence more desirable for safety consideration.