We want to construct a response adaptive design, described in terms of two colors 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. Applications to sequential clin- ical trials are considered as well as connections with response-adaptive design of experiments.
A modified randomly reinforced urn design / G. Aletti, A. Ghiglietti, A. Paganoni. - [s.l] : MOX Reports, 2011.
A modified randomly reinforced urn design
G. Aletti;A. Ghiglietti;
2011
Abstract
We want to construct a response adaptive design, described in terms of two colors 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. Applications to sequential clin- ical trials are considered as well as connections with response-adaptive design of experiments.
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