Randomly reinforced urn designs with prespecified allocations

Andrea Ghiglietti, Giacomo Aletti, Anna Maria Paganoni

Risultato della ricerca: Contributo in rivistaArticolo in rivistapeer review

10 Citazioni (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.
Lingua originaleEnglish
pagine (da-a)486-498
Numero di pagine13
RivistaJournal of Applied Probability
Volume50
DOI
Stato di pubblicazionePubblicato - 2013
Pubblicato esternamente

Keywords

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

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