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.