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.
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