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) |
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Web of Sciencehttp://aims.cuhk.edu.hk/converis/portal/Publication/3WOS source URL
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摘要The generalized Polya urn has been extensively studied and is widely applied in many disciplines. An important application of urn models is in the development of randomized treatment allocation schemes in clinical studies. The randomly reinforced urn was recently proposed, but, although the model has some intuitively desirable properties, it lacks theoretical justification. In this paper we obtain important asymptotic properties for multicolor reinforced urn models. We derive results for the rate of convergence of the number of patients assigned to each treatment under a set of minimum required conditions and provide the distributions of the limits. Furthermore, we study the asymptotic behavior for the nonhomogeneous case.
着者Zhang LX, Hu FF, Cheung SH, Chan WS
期刊名称Advances in Applied Probability
出版年份2014
月份6
日期1
卷号46
期次2
出版社Applied Probability Trust
页次585 - 602
国际标準期刊号0001-8678
电子国际标準期刊号1475-6064
语言英式英语
关键词asymptotic normality; branching process with immigration; clinical trial; rate of convergence; Response-adaptive design; urn model
Web of Science 学科类别Mathematics; Statistics & Probability; STATISTICS & PROBABILITY
