Randomly reinforced urn designs with prespecified allocations

Andrea Ghiglietti, Giacomo Aletti, Anna Maria Paganoni

Research output: Contribution to journalArticlepeer-review

10 Citations (Scopus)

Abstract

We construct a response adaptive design, described in terms of a two-color 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. An application of the proposed urn model is presented in an estimation problem context.
Original languageEnglish
Pages (from-to)486-498
Number of pages13
JournalJournal of Applied Probability
Volume50
DOIs
Publication statusPublished - 2013
Externally publishedYes

Keywords

  • Reinforced process
  • sequential clinical trial
  • stochastic process
  • urn scheme

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