Table 1: Notations used in the present paper

Notation	Parameter
p	(Unknown) true response probability of the treatment
p0, p1	Probabilities that are deemed unpromising (p0) and promising (p1)
δ	Effect size (δ=p1-p0 )
α, β	Type I and II error probability
n, n1	Total sample size and sample size after the first stage of a two-stage design
r, r1	Rejection number at the end of a trial and after the first stage of a two-stage design
B( · ; n, p)	Binomial distribution function with parameters n and p
p0;min, p0;max	Lower and upper bound of the acceptable range of p0
αmax, βmax	Upper bounds for acceptable values of α and β
τ	Step size for the discretized ranges of acceptable values of p0 , α and β
EN	Expected sample size of a two-stage design
ε	Small value of misspecification of the true p0
nε, rε	Sample size and rejection number of a design where p0 is misspecified by ε
αε(p0)	Probability of rejecting H0: p ≤ p0 + ε, given p=p0
βε(p0)	Probability of not rejecting H0: p ≤ p0 + ε, given p=p1