CENTRAL LIMIT-THEOREMS FOR DOUBLY ADAPTIVE BIASED COIN DESIGNS

Citation
Jr. Eisele et Mb. Woodroofe, CENTRAL LIMIT-THEOREMS FOR DOUBLY ADAPTIVE BIASED COIN DESIGNS, Annals of statistics, 23(1), 1995, pp. 234-254
Citations number
13
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00905364
Volume
23
Issue
1
Year of publication
1995
Pages
234 - 254
Database
ISI
SICI code
0090-5364(1995)23:1<234:CLFDAB>2.0.ZU;2-Q
Abstract
Asymptotic normality of the difference between the number of subjects assigned to a treatment and the desired number to be assigned is estab lished for allocation rules which use Eisele's biased coin design. Sub ject responses are assumed to be independent random variables from sta ndard exponential families. In the proof, it is shown that the differe nce may be magnified by appropriate constants so that the magnified di fference is nearly a martingale. An application to the Behrens-Fisher problem in the normal case is described briefly.