Translator Disclaimer
June 2013 Randomly reinforced urn designs with prespecified allocations
Giacomo Aletti, Andrea Ghiglietti, Anna Maria Paganoni
Author Affiliations +
J. Appl. Probab. 50(2): 486-498 (June 2013). DOI: 10.1239/jap/1371648956

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.

Citation

Download Citation

Giacomo Aletti. Andrea Ghiglietti. Anna Maria Paganoni. "Randomly reinforced urn designs with prespecified allocations." J. Appl. Probab. 50 (2) 486 - 498, June 2013. https://doi.org/10.1239/jap/1371648956

Information

Published: June 2013
First available in Project Euclid: 19 June 2013

zbMATH: 1301.62072
MathSciNet: MR3102495
Digital Object Identifier: 10.1239/jap/1371648956

Subjects:
Primary: 60F15
Secondary: 62L12

Rights: Copyright © 2013 Applied Probability Trust

JOURNAL ARTICLE
13 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

SHARE
Vol.50 • No. 2 • June 2013
Back to Top