RANDOMIZED URN MODELS AND SEQUENTIAL DESIGN

ABSTRACT

Researchers in sequential design have drawn extensively from the probabilistic literature on randomized urn models. This paper traces the historical development of randomized urn models, their applications in sequential design, and research into properties of randomized urn models and associated designs.

Keywords:

• Adaptive designs
• Asymptotics
• Estimation and inference
• Randomization
• Response-adaptive designs
• Stochastic Processes

ACKNOWLEDGMENTS

The author is also affiliated with the Department of Epidemiology and Preventive Medicine, University of Maryland Medical School. His research is supported by grant R29-DK51017-05 from the National Institute of Diabetes and Digestive and Kidney Diseases. He thanks the Editor for an invitation to write this paper. He is indebted to Bob Smythe, Steve Durham, and Nancy Flournoy for introducing him to this line of research.

In memory of Samuel W. Greenhouse