The Annals of Statistics

Irreversible Adaptive Allocation Rules

Inchi Hu and C. Z. Wei

Full-text: Open access

Abstract

Motivated by a scheduling problem arising from serial sacrifice experiments, the asymptotic efficiency of irreversible adaptive allocation rules is studied. The asymptotic lower bound for the regret of an adaptive allocation rule is characterized by the minimum of a linear program. Based on a class of one-sided sequential tests, asymptotically efficient rules which achieve the lower bound are constructed. The conditions necessary for this construction are verified in the serial sacrifice scheduling problem.

Article information

Source
Ann. Statist., Volume 17, Number 2 (1989), 801-823.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176347144

Digital Object Identifier
doi:10.1214/aos/1176347144

Mathematical Reviews number (MathSciNet)
MR994269

Zentralblatt MATH identifier
0689.62061

JSTOR
links.jstor.org

Subjects
Primary: 62L10: Sequential analysis
Secondary: 62L05: Sequential design 62P10: Applications to biology and medical sciences

Keywords
Adaptive allocation rules sequential design sequential tests linear programming Kullback-Leibler information

Citation

Hu, Inchi; Wei, C. Z. Irreversible Adaptive Allocation Rules. Ann. Statist. 17 (1989), no. 2, 801--823. doi:10.1214/aos/1176347144. https://projecteuclid.org/euclid.aos/1176347144


Export citation