An adaptive randomized design with application to estimation. (English) Zbl 1013.62082
Summary: 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 adapave 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.
MSC:
| 62L05 | Sequential statistical design |
| 62K99 | Design of statistical experiments |
| 60F05 | Central limit and other weak theorems |
Keywords:
adaptive allocation; martingale central limit theorem; martingale convergence theorem; randomizationReferences:
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