Journal of Applied Probability

Randomly reinforced urn designs with prespecified allocations

Giacomo Aletti, Andrea Ghiglietti, and Anna Maria Paganoni

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Abstract

We construct a response adaptive design, described in terms of a two-color 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. An application of the proposed urn model is presented in an estimation problem context.

Article information

Source
J. Appl. Probab., Volume 50, Number 2 (2013), 486-498.

Dates
First available in Project Euclid: 19 June 2013

Permanent link to this document
https://projecteuclid.org/euclid.jap/1371648956

Digital Object Identifier
doi:10.1239/jap/1371648956

Mathematical Reviews number (MathSciNet)
MR3102495

Zentralblatt MATH identifier
1301.62072

Subjects
Primary: 60F15: Strong theorems
Secondary: 62L12: Sequential estimation

Keywords
Reinforced process urn scheme sequential clinical trial stochastic process

Citation

Aletti, Giacomo; Ghiglietti, Andrea; Paganoni, Anna Maria. Randomly reinforced urn designs with prespecified allocations. J. Appl. Probab. 50 (2013), no. 2, 486--498. doi:10.1239/jap/1371648956. https://projecteuclid.org/euclid.jap/1371648956


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References

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