[Forum SIS] DEC Seminar - November 8th

[Raffaella Piccarreta]

DEC - Statistics Seminar 
Università Bocconi, 
Room 3-E4-SR03 
Via Rontgen 1 - 3rd floor 
Time: 12:30pm 

The DEC seminar schedule is available at http://www.unibocconi.eu/statseminar 

Thursday, November 8th 


Fulvio De Santis 
(Università La Sapienza, Roma) 



"Bayesian sample size determination: an overview" 

Abstract 

Determination of the number of units to include in a study is a crucial aspect of experimental design and “how large the sample size must be” is, probably, one the most frequent question any statistician is asked about. Nevertheless, quoting Lindley, “it is a question that is embarrassingly difficult to answer”. The literature on sample size determination (SSD) from a frequentist perspective is extremely large. The last 15-17 years have witnessed strong advances in addressing the SSD problem also from a Bayesian perspective. Efforts have focused on two primary issues. The first is the distinction between a formal decisional approach, which provides the sample size through the maximization of an expected utility, and a performance based approach, which chooses the sample size to control inference for a parameter of interest to a specified degree of error. The other issue is the elaboration of a variety of performance measures and their respective advantages and disadvantages. Regardless of the approach (decisional or non-decisional), a crucial point for implementation of SSD methods is the choice of the priors. The recent literature makes a sharp distinction between the “analysis prior” used to determine the posterior distribution of the parameter of interest, and the ”design prior”, used in pre-posterior computations. In this seminar, we present several performance-based criteria and discuss several robustness issues. The presentation fucuses primarily on the use of SSD criteria for the design of clinical trials. 


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Raffaella Piccarreta 
DEC - Department of Decision Sciences, 
Universita' L.Bocconi, via Guglielmo Röntgen 1 (3rd floor, room D1-09). 20136, Milano. 
email: piccarreta a unibocconi.it 
tel. +39-02-58365659 / fax +39-02-58365630 

Web page (ENGLISH VERSION): http://faculty.unibocconi.eu/raffaellapiccarreta/ 
(ITALIAN VERSION): http://faculty.unibocconi.it/raffaellapiccarreta/ 
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