Source: Ann. Statist.
Volume 30, Number 1
For adaptive clinical trials using a generalized Friedman’s
urn design, we derive the limiting distribution of the urn composition under
staggered entry and delayed response. The stochastic delay mechanism is assumed
to depend on both the treatment assigned and the patient’s response. A
very general setup is employed with $K$ treatments and $L$ responses. When $L =
K =2$, one example of a generalized Friedman’s urn design is the
randomized play-the-winner rule. An application of this rule occurred in a
clinical trial of depression, which had staggered entry and delayed response.
We show that maximum likelihood estimators from such a trial have the usual
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