A randomly reinforced urn

We study an urn containing balls of two or more colors. The urn is sequentially sampled. Each time a ball is extracted from the urn it is reintroduced in it together with a random number of balls of the same color: the distribution of the number of added balls may depend on the color extracted. We prove asymptotic results for the process of colors generated by the urn and for the process of its compositions. Applications to sequential clinical trials are considered as well as connections with response-adaptive design of experiments in a Bayesian framework.



Titolo: A randomly reinforced urn
Data di pubblicazione: 2006
Autori: 
MULIERE, PIETRO
mostra contributor esterni 
Autori: Muliere, P; Paganoni, Am; Secchi, P
Rivista: JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Abstract: We study an urn containing balls of two or more colors. The urn is sequentially sampled. Each time a ball is extracted from the urn it is reintroduced in it together with a random number of balls of the same color: the distribution of the number of added balls may depend on the color extracted. We prove asymptotic results for the process of colors generated by the urn and for the process of its compositions. Applications to sequential clinical trials are considered as well as connections with response-adaptive design of experiments in a Bayesian framework.
Codice identificativo Scopus: 2-s2.0-32044461620
Codice identificativo ISI: WOS:000235743100009
Appare nelle tipologie:01 - Article in academic journal / Articolo su rivista Scientifica

File in questo prodotto:
Non ci sono file associati a questo prodotto.
Utilizza questo identificativo per citare o creare un link a questo documento:
http://hdl.handle.net/11565/51332
  • Citazioni
  • PubMed Central ND
  • Scopus
  • WOS

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
 
 
 
Powered by IRIS-about IRIS-Utilizzo dei cookie
Logo CINECA  Copyright © 2021