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Non‐inferiority trials compare new experimental therapies to standard ones (active control). In these experiments, historical information on the control treatment is often available. This makes Bayesian methodology appealing since it allows a natural way to exploit information from past studies. In the present paper, we suggest the use of previous data for constructing the prior distribution of the control effect parameter. Specifically, we consider a dynamic power prior that possibly allows to discount the level of borrowing in the presence of heterogeneity between past and current control data. The discount parameter of the prior is based on the Hellinger distance between the posterior distributions of the control parameter based, respectively, on historical and current data. We develop the methodology for comparing normal means and we handle the unknown variance assumption using MCMC. We also provide a simulation study to analyze the proposed test in terms of frequentist size and power, as it is usually requested by regulatory agencies. Finally, we investigate comparisons with some existing methods and we illustrate an application to a real case study. [ABSTRACT FROM AUTHOR]

The scaled-uniform model has been lately considered to illustrate problems in frequentist point estimation arising when the minimal sufficient statistic is not complete. Here we consider the problem of interval estimation and derive pivotal quantities based on a series of point estimators proposed in the literature. We compare the resulting intervals of given confidence level in terms of expected lengths. Pivotal quantities, confidence intervals and expected lengths are all computed using simulations implemented with R (code is available). Numerical results suggest that the maximum likelihood estimator, regardless of its inefficiency, yields confidence intervals that outperform the other available sets of the same level. [ABSTRACT FROM AUTHOR]

Non-inferiority vaccine trials compare new candidates to active controls that provide clinically significant protection against a disease. Bayesian statistics allows to exploit pre-experimental information available from previous studies to increase precision and reduce costs. Here, historical knowledge is incorporated into the analysis through a power prior that dynamically regulates the degree of information-borrowing. We examine non-inferiority tests based on credible intervals for the unknown effects-difference between two vaccines on the log odds ratio scale, with an application to new Covid-19 vaccines. We explore the frequentist properties of the method and we address the sample size determination problem. [ABSTRACT FROM AUTHOR]

In Bayesian inference, prior distributions formalize preexperimental information and uncertainty on model parameters. Sometimes different sources of knowledge are available, possibly leading to divergent posterior distributions and inferences. Research has been recently devoted to the development of sample size criteria that guarantee agreement of posterior information in terms of credible intervals when multiple priors are available. In these articles, the goals of reaching consensus and evidence are typically kept separated. Adopting a Bayesian performance‐based approach, the present article proposes new sample size criteria for superiority trials that jointly control the achievement of both minimal evidence and consensus, measured by appropriate functions of the posterior distributions. We develop both an average criterion and a more stringent criterion that accounts for the entire predictive distributions of the selected measures of minimal evidence and consensus. Methods are developed and illustrated via simulation for trials involving binary outcomes. A real clinical trial example on Covid‐19 vaccine data is presented. [ABSTRACT FROM AUTHOR]

In Bayesian inference, the two most widely used methods for set estimation of an unknown one-dimensional parameter are equal-tails and highest posterior density intervals. The resulting estimates may be quite different for specific observed samples but, at least for standard but relevant models, they tend to become closer and closer as the sample size increases. In this article we propose a pre-posterior method for measuring the progressive alignment between these two classes of intervals and discuss relationships with the skewness of the posterior distribution. We illustrate the implementation of the method using the software R for the Poisson model and for some standard examples. [ABSTRACT FROM AUTHOR]