Comparison of Bayesian with group sequential methods for monitoring clinical trials.

We describe some problems with applying methods based on classical sequential analysis to monitoring clinical trials. A Bayesian method is developed and the boundaries are compared with frequentist schemes. For the examples chosen, the Bayesian boundaries can be quite similar to those obtained from Pocock and O'Brien and Fleming (OBF) rules, depending on the choice of prior distribution. They converge less rapidly than OBF's but more rapidly than Pocock's. In general the Bayesian methods provide the same desirable features as frequentist methods, without sacrificing flexibility and simplicity of interpretation.