A modified randomly reinforced urn design
Monday 25th July 2011
Aletti, G; Ghiglietti, A; Paganoni, A.
We want to construct a response adaptive design, described in terms of two colors urn model targeting fixed asymptotic allocations. We prove asymptotic results for the process of colors generated by the urn and for the process of its compositions. Applications to sequential clinical trials are considered as well as connections with response-adaptive design of experiments.