  The use and development of mobile interventions are experiencing rapid
growth. In "just-in-time" mobile interventions, treatments are provided via a
mobile device and they are intended to help an individual make healthy
decisions "in the moment," and thus have a proximal, near future impact.
Currently the development of mobile interventions is proceeding at a much
faster pace than that of associated data science methods. A first step toward
developing data-based methods is to provide an experimental design for testing
the proximal effects of these just-in-time treatments. In this paper, we
propose a "micro-randomized" trial design for this purpose. In a
micro-randomized trial, treatments are sequentially randomized throughout the
conduct of the study, with the result that each participant may be randomized
at the 100s or 1000s of occasions at which a treatment might be provided.
Further, we develop a test statistic for assessing the proximal effect of a
treatment as well as an associated sample size calculator. We conduct
simulation evaluations of the sample size calculator in various settings. Rules
of thumb that might be used in designing a micro-randomized trial are
discussed. This work is motivated by our collaboration on the HeartSteps mobile
application designed to increase physical activity.
