We construct a response adaptive design, described in terms of two-color urn model targeting a fixed asymptotic allocation. We prove asymptotic results for the process of colors generated by the urn and for the process of its compositions. We also discuss the use of this urn model, for an estimation problem, in sequential clinical trials.

Aletti, G., Ghiglietti, A., Paganoni, A. (2012). Randomly Reinforced Urn Designs whose Allocation Proportions Converge to Arbitrary Prespecified Values. In Atti della XLVI Riunione scientifica (2012) (pp.1-4). Padova : CLEUP.

Randomly Reinforced Urn Designs whose Allocation Proportions Converge to Arbitrary Prespecified Values

Ghiglietti, A;
2012

Abstract

We construct a response adaptive design, described in terms of two-color urn model targeting a fixed asymptotic allocation. We prove asymptotic results for the process of colors generated by the urn and for the process of its compositions. We also discuss the use of this urn model, for an estimation problem, in sequential clinical trials.
No
paper
Scientifica
Reinforced processes; urn schemes; sequential clinical trials; stochastic processes
English
Riunione Scientifica della Società Italiana di Statistica
9788861298828
Aletti, G., Ghiglietti, A., Paganoni, A. (2012). Randomly Reinforced Urn Designs whose Allocation Proportions Converge to Arbitrary Prespecified Values. In Atti della XLVI Riunione scientifica (2012) (pp.1-4). Padova : CLEUP.
Aletti, G; Ghiglietti, A; Paganoni, A
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10281/391739
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