Randomized Play-the-Leader Rules for Sequential Sampling from Two Populations

DOI10.1017/S0269964800001662MaRDI QIDQ3415977zbMATH OpenOpenAlexFDO

Authors Stephen D. Durham, Kai F. Yu

Publication date 19 January 2007

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964800001662

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

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Cites work

• Exact two-sample permutation tests based on the randomized play-the-winner rule
• Some aspects of the sequential design of experiments
• The Randomized Play-the-Winner Rule in Medical Trials

Cited in

(11)

• Randomly Reinforced Urn Designs with Prespecified Allocations
• On a notion of partially conditionally identically distributed sequences
• Asymptotic properties of multicolor randomly reinforced Pólya urns
• Statistical properties of two-color randomly reinforced urn design targeting fixed allocations
• An urn model to construct an efficient test procedure for response adaptive designs
• Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn
• RANDOMIZED URN MODELS AND SEQUENTIAL DESIGN
• A functional equation whose unknown is \(\mathcal{P}([0,1])\) valued
• A Generalized Play-The-Winner Sampling with Inverse Stopping Rules
• A sequential design for maximizing the probability of a favourable response
• A central limit theorem, and related results, for a two-color randomly reinforced urn

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