Through this method, we are able to formally integrate prior information on the uncertainty and variability of both the treatment effect and the common standard deviation into the design of the study while maintaining a frequentist framework for the final analysis. Solving for the effect size which the study has a high probability of correctly detecting based on the available prior information on the difference [Formula: see text] and the standard deviation [Formula: see text] provides a valuable, substantiated estimate that can form the basis for discussion about the study's feasibility during the design phase.

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BackgroundWhen designing studies that have a binary outcome as the primary endpoint, the hypothesized proportion of patients in each population experiencing the endpoint of interest (i.e., π 1,π 2) plays an important role in sample size and power calculations. Point estimates for π 1 and π 2 are often calculated using historical data. However, the uncertainty in these estimates is rarely addressed.MethodsThis paper presents a hybrid classical and Bayesian procedure that formally integrates prior information on the distributions of π 1 and π 2 into the study’s power calculation. Conditional expected power (CEP), which averages the traditional power curve using the prior distributions of π 1 and π 2 as the averaging weight conditional on the presence of a positive treatment effect (i.e., π 2>π 1), is used, and the sample size is found that equates the pre-specified frequentist power (1−β) and the conditional expected power of the trial.ResultsNotional scenarios are evaluated to compare the probability of achieving a target value of power with a trial design based on traditional power and a design based on CEP. We show that if there is uncertainty in the study parameters and a distribution of plausible values for π 1 and π 2, the performance of the CEP design is more consistent and robust than traditional designs based on point estimates for the study parameters. Traditional sample size calculations based on point estimates for the hypothesized study parameters tend to underestimate the required sample size needed to account for the uncertainty in the parameters. The greatest marginal benefit of the proposed method is achieved when the uncertainty in the parameters is not large.ConclusionsThrough this procedure, we are able to formally integrate prior information on the uncertainty and variability of the study parameters into the design of the study while maintaining a frequentist framework for the final analysis. Solving for the sample size that is necessary to achieve a high level of CEP given the available prior information helps protect against misspecification of hypothesized treatment effect and provides a substantiated estimate that forms the basis for discussion about the study’s feasibility during the design phase.

When designing studies involving a continuous endpoint, the hypothesized difference in means ([Formula: see text]) and the assumed variability of the endpoint ([Formula: see text]) play an important role in sample size and power calculations. Traditional methods of sample size re-estimation often update one or both of these parameters using statistics observed from an internal pilot study. However, the uncertainty in these estimates is rarely addressed. We propose a hybrid classical and Bayesian method to formally integrate prior beliefs about the study parameters and the results observed from an internal pilot study into the sample size re-estimation of a two-stage study design. The proposed method is based on a measure of power called conditional expected power (CEP), which averages the traditional power curve using the prior distributions of θ and [Formula: see text] as the averaging weight, conditional on the presence of a positive treatment effect. The proposed sample size re-estimation procedure finds the second stage per-group sample size necessary to achieve the desired level of conditional expected interim power, an updated CEP calculation that conditions on the observed first-stage results. The CEP re-estimation method retains the assumption that the parameters are not known with certainty at an interim point in the trial. Notional scenarios are evaluated to compare the behavior of the proposed method of sample size re-estimation to three traditional methods.

Current Federal Aviation Administration regulations require that passing aircraft must either meet a specified horizontal or vertical separation distance. However, solving for optimal avoidance trajectories with conditional inequality path constraints is problematic for gradient-based numerical nonlinear programming solvers since conditional constraints typically possess non-differentiable points. Further, the literature is silent on robust treatment of approximation methods to implement conditional inequality path constraints for gradient-based numerical nonlinear programming solvers. This paper proposes two efficient methods to enforce conditional inequality path constraints in the optimal control problem formulation and compares and contrasts these approaches on representative airborne avoidance scenarios. The first approach is based on a minimum area enclosing superellipse function and the second is based on use of sigmoid functions. These proposed methods are not only robust, but also conservative, that is, their construction is such that the approximate feasible region is a subset of the true feasible region. Further, these methods admit analytically derived bounds for the over-estimation of the infeasible region with a demonstrated maximum error of no greater than 0.3% using the superellipse method, which is less than the resolution of typical sensors used to calculate aircraft position or altitude. However, the superellipse method is not practical in all cases to enforce conditional inequality path constraints that may arise in the nonlinear airborne collision avoidance problem. Therefore, this paper also highlights by example when the use of sigmoid functions are more appropriate.