Randomly reinforced urn designs with prespecified allocations

Giacomo Aletti; Andrea Ghiglietti; Anna Maria Paganoni

doi:10.1239/jap/1371648956

Randomly reinforced urn designs with prespecified allocations

Giacomo Aletti, Andrea Ghiglietti, Anna Maria Paganoni

Facoltà di Economia

Risultato della ricerca: Contributo in rivista › Articolo › peer 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 originale	Inglese
pagine (da-a)	486-498
Numero di pagine	13
Rivista	Journal of Applied Probability
Volume	50
Numero di pubblicazione	2
DOI	https://doi.org/10.1239/jap/1371648956
Stato di pubblicazione	Pubblicato - 2013

All Science Journal Classification (ASJC) codes

Statistica e Probabilità
Matematica generale
Statistica, Probabilità e Incertezza

Keywords

Reinforced process
sequential clinical trial
stochastic process
urn scheme

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10.1239/jap/1371648956

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AU - Ghiglietti, Andrea

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KW - sequential clinical trial

KW - stochastic process

KW - urn scheme

KW - Reinforced process

KW - sequential clinical trial

KW - stochastic process

KW - urn scheme

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Randomly reinforced urn designs with prespecified allocations

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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