Hostname: page-component-848d4c4894-v5vhk Total loading time: 0 Render date: 2024-06-26T08:17:07.297Z Has data issue: false hasContentIssue false
  • English
  • Français

Randomized Play-the-Leader Rules for Sequential Sampling from Two Populations

Published online by Cambridge University Press:  27 July 2009

S. D. Durham  and
K. F. Yu†
S. D. Durham
Affiliation:
University of South Carolina
K. F. Yu†
Affiliation:
University of South Carolina
Get access Rights & Permissions [Opens in a new window]

Abstract

Observations may be taken from one of the two populations. A randomized selection rule is one that chooses the populations according to some determined odds. The odds for choosing a population the next time may be dependent on all the observations taken so far from both populations. In this paper, the odds are made for the randomized selection rule in such a way that the number of observations from the better population relative to the number of observations from the other population grows at prescribed rates, typically of exponential order or faster. The rules include randomized play-the-winner rules and randomized analogues of Robbins' rules. Some Monte Carlo investigations are conducted to study these randomized selection rules for moderate sample sizes.

Type
Articles
Information
Probability in the Engineering and Informational Sciences , Volume 4 , Issue 3 , July 1990 , pp. 355 - 367
Copyright
Copyright © Cambridge University Press 1990

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Cornell, R.G., Landenberger, B.D. & Bartlett, R.H. (1986). Randomized play-the-winner clinical trials. Communications in Statistics 15: 159–178.CrossRefGoogle Scholar
Robbins, H. (1952). Some aspects of the sequential design of experiments. Bulletin of American Mathematical Society 58: 527–535.CrossRefGoogle Scholar
Wei, L.J. & Durham, S. (1978). The randomized play-the-winner rule in medical trials. Journal of American Statistical Association 73: 840–843.CrossRefGoogle Scholar
Wei, L.J. (1988). Exact two sample permutation test based on the randomized play the winner rule. Biometrika 75: 603–606.CrossRefGoogle Scholar
Zelen, M. (1969). Play-the-winner rule and the controlled clinical trial. Journal of American Statistical Association 64: 131–146.CrossRefGoogle Scholar