The aim of this paper is to review some key techniques of Bayesian methods of sample size determination. The approach is to cover a small number of simple problems, such as estimating the mean of a normal distribution. The methods considered are in two groups: inferential and decision theoretic. In the inferential Bayesian methods of sample size determination, we are solely concerned with the inference about the parameter(s) of interest. The fully Bayesian or decision theoretic approach treats the problem as a decision problem and employs a loss or utility function.
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