How to create a ProgressBar programmatically?

My application needs to create a small ProgressBar programmatically. ProgressBar doesn't have a method to set the style (I want a small ProgressBar). The constructor can take an AttributeSet, however, it is an interface and requires me to implement a set of functions. Is there a way to set the ProgressBar to a small style? (I can't use XML to create ProgressBar.)