Asymptotics in randomized urn models
By Z. Bai, Feifang Hu. 2005
93 citations recorded by the source corpus.
This paper studies a very general urn model stimulated by designs in clinical trials, where the number of balls of different types added to the urn at trial n depends on a random outcome directed by the composition at trials 1,2,...,n-1. Patient treatments are allocated according to types of balls. We establish the strong consistency and asymptotic normality for both the urn composition and the patient allocation under general assumptions on random generating matrices which determine how balls are added to the urn. Also we obtain explicit forms of the asymptotic variance-covariance matrices of both the urn composition and the patient allocation. The conditions on the nonhomogeneity of generating matrices are mild and widely satisfied in applications. Several applications are also discussed.
Subfields: Artificial Intelligence, Mathematical Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/a158ffc521d4421de4ce3eea48b6bbd677e29364
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In Artificial Intelligence
In Mathematical Physics
In Statistics and Probability
Citations in the corpus
- Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn (2009, background): “Among more recent literature on urn models and adaptive designs, there are, for instance, [3, 4, 16, 30].”