Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn
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Publication:1020992
DOI10.1214/08-AOS596zbMATH Open1162.62076arXiv0904.0350MaRDI QIDQ1020992FDOQ1020992
Authors: Caterina May, Nancy Flournoy 
Publication date: 4 June 2009
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: This paper illustrates asymptotic properties for a response-adaptive design generated by a two-color, randomly reinforced urn model. The design considered is optimal in the sense that it assigns patients to the best treatment, with probability converging to one. An approach to show the joint asymptotic normality of the estimators of the mean responses to the treatments is provided in spite of the fact that allocation proportions converge to zero and one. Results on the rate of convergence of the number of patients assigned to each treatment are also obtained. Finally, we study the asymptotic behavior of a suitable test statistic.
Full work available at URL: https://arxiv.org/abs/0904.0350
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asymptotic normalityclinical trialsrate of convergenceadaptive designsoptimal allocationtreatment allocationmixing convergenceethical allocationestimation and inferencetesting mean differencestwo-sample t-testgeneralized Pólya urn
Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Asymptotic properties of parametric tests (62F05) Sequential statistical design (62L05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)
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Cited In (29)
- A conversation with Nancy Flournoy
- Stochastic recursive techniques in response-adaptive designs
- Asymptotic properties of multicolor randomly reinforced Pólya urns
- On a notion of partially conditionally identically distributed sequences
- Information in a two-stage adaptive optimal design
- Statistical properties of two-color randomly reinforced urn design targeting fixed allocations
- Limit theorems and optimal design with adaptive urn models
- Nonparametric covariate-adjusted response-adaptive design based on a functional urn model
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- Infinite-color randomly reinforced urns with dominant colors
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- Asymptotically optimal response-adaptive designs for allocating the best treatment: an overview
- A functional equation whose unknown is \(\mathcal{P}([0,1])\) valued
- Efficiency of observed information adaptive designs in linear models
- Asymptotic normality of urn models for clinical trials with delayed response
- Random norming AIDS analysis of non-linear regression models with sequential informative dose selection
- Central limit theorems for an Indian buffet model with random weights
- Conditional information and inference in response-adaptive allocation designs
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- A central limit theorem, and related results, for a two-color randomly reinforced urn
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- Statistical test for an urn model with random multidrawing and random addition
- An urn model with random multiple drawing and random addition
- Randomly Reinforced Urn Designs with Prespecified Allocations
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