Publication in refereed journal
香港中文大学研究人员 ( 现职)
| 陈伟森教授 (金融学系) |
| 张绍洪教授 (统计学系) |
全文
| 数位物件识别号 (DOI) http://dx.doi.org/10.1214/10-AOS851 |
引用次数
Web of Sciencehttp://aims.cuhk.edu.hk/converis/portal/Publication/15WOS source URL
其它资讯
摘要Urn models have been widely studied and applied in both scientific and social science disciplines. In clinical studies, the adoption of urn models in treatment allocation schemes has proved to be beneficial to researchers, by providing more efficient clinical trials, and to patients, by increasing the likelihood of receiving the better treatment. In this paper, we propose a new and general class of immigrated urn (IMU) models that incorporates the immigration mechanism into the urn process. Theoretical properties are developed and the advantages of the IMU models are discussed. In general, the IMU models have smaller variabilities than the classical urn models, yielding more powerful statistical inferences in applications. Illustrative examples are presented to demonstrate the wide applicability of the IMU models. The proposed IMU framework, including many popular classical urn models not only offers a unify perspective for us to comprehend the urn process, but also enables us to generate several novel urn models with desirable properties.
着者Zhang LX, Hu FF, Cheung SH, Chan WS
期刊名称ANNALS OF STATISTICS
出版年份2011
月份2
日期1
卷号39
期次1
出版社INST MATHEMATICAL STATISTICS
页次643 - 671
国际标準期刊号0090-5364
语言英式英语
关键词Adaptive designs; asymptotic normality; birth and death urn; branching process with immigration; clinical trial; drop-the-loser rule; urn model
Web of Science 学科类别Mathematics; Statistics & Probability; STATISTICS & PROBABILITY
