Statistical properties of two-color randomly reinforced urn design targeting fixed allocations

Keywords

Statistical learning
Code:
48/2012
Title:
Statistical properties of two-color randomly reinforced urn design targeting fixed allocations
Date:
Monday 26th November 2012
Author(s):
Ghiglietti, A.; Paganoni, A.M.
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Abstract:
This paper deals with the statistical properties of a response adaptive design, described in terms of a two colors urn model, targeting prespecified asymptotic allocations. Results on the rate of convergence of number of patients assigned to each treatment are proved as well as on the asymptotic behavior of the urn composition. Suitable statistics are introduced and studied to test the hypothesis on treatment s differences.