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An adaptive randomized design with application to estimation
Author(s) -
Melfi Vincent F.,
Page Connie,
Geraldes Margarida
Publication year - 2001
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3316054
Subject(s) - adaptive design , estimation , simple (philosophy) , computer science , mathematics , mathematical optimization , population , completely randomized design , statistics , engineering , medicine , philosophy , demography , systems engineering , epistemology , pathology , clinical trial , sociology
When allocating observations to two populations for estimation or testing, the optimal proportion of the data that should be allocated to the first population, if it exists, often depends on unknown parameters. Adaptive designs have thus been proposed, in which allocation of the next observation is based on an estimate of the optimal proportion computed from the data already gathered. The authors introduce a simple randomized adaptive design and give some of its properties. Applications are given to estimating the difference of two success probabilities, and the difference of two normal means.