Estimation for an adaptive allocation design

✍ 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
• DOI: 10.1016/s0378-3758(96)00109-7

✦ 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.