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June, 1985 A Sequential Probability Ratio Test Using a Biased Coin Design
Nancy E. Heckman
Ann. Statist. 13(2): 789-794 (June, 1985). DOI: 10.1214/aos/1176349556


Consider a sequential probability ratio test comparing two treatments, where each subject receives only one of the treatments. Each subject's treatment assignment is determined by the flip of a biased coin, where the bias serves to balance the number of patients assigned to each treatment. The asymptotic properties of this test are studied, as the sample size approaches infinity. A renewal theorem is given for the joint distribution of the sample size, the imbalance in treatment assignment at the end of the experiment, and the excess over the stopping boundary. This theorem is used to calculate asymptotic expressions for the test's error probabilities.


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Nancy E. Heckman. "A Sequential Probability Ratio Test Using a Biased Coin Design." Ann. Statist. 13 (2) 789 - 794, June, 1985.


Published: June, 1985
First available in Project Euclid: 12 April 2007

zbMATH: 0574.62078
MathSciNet: MR790574
Digital Object Identifier: 10.1214/aos/1176349556

Primary: 62L05
Secondary: 60K05

Rights: Copyright © 1985 Institute of Mathematical Statistics


Vol.13 • No. 2 • June, 1985
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