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Estimation for an adaptive allocation design

โœ Scribed by William F. Rosenberger; T.N. Sriram


Book ID
104340287
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
650 KB
Volume
59
Category
Article
ISSN
0378-3758

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โœฆ Synopsis


The generalized P6lya urn model has been proposed as a class of adaptive allocation rules.

Under a simple population model, maximum likelihood estimators can be derived. Previous work has shown them to be jointly asymptotically normal. We prove some additional results, including strong consistency of the estimators and a law of the iterated logarithm. We then derive the exact Fisher's information matrix and construct fixed-size confidence regions for a fully sequential procedure.


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