Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn

dc.creatorMay, Caterina
dc.creatorFlournoy, Nancy
dc.date2009-04-02
dc.date.accessioned2026-07-07T12:59:34Z
dc.date.available2026-07-07T12:59:34Z
dc.descriptionThis 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.
dc.descriptionPublished in at http://dx.doi.org/10.1214/08-AOS596 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0904.0350
dc.identifierhttp://arxiv.org/abs/0904.0350
dc.identifierAnnals of Statistics 2009, Vol. 37, No. 2, 1058-1078
dc.identifierdoi:10.1214/08-AOS596
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/225615
dc.subjectStatistics Theory
dc.subject62L05 (Primary) 60F15, 60F05 (Secondary)
dc.titleAsymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn
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