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Sequential allocation involving several treatments

Research output: Chapter in Book/Conference proceeding with ISSN or ISBNChapterpeer-review

Abstract

A clinical trial model is considered in which k > 2 treatmentsare compared and treatment allocation is data-dependent. A sequential procedure for determining the best treatment is investigated that is a natural generalization of the test for two treatments studied by Robbins and Siegmund (1974). It is shown by extensive simulation that the error probability for the procedure is insensitive to the data-dependent allocation rule used. The estimation formulae of Coad (1994) are shown to give good approximations to the bias and variance of estimators of treatment differences.
Original languageEnglish
Title of host publicationAdaptive Designs
Subtitle of host publicationPapers from the Joint AMS-IMS-SIAM Summer Conference held at Mt. Holyoke College, South Hadley, MA, July 1992
EditorsWilliam F. Rosenberger, Nancy Flournoy
Place of PublicationHayward
PublisherInstitute of Mathematical Statistics
Pages95-109
Number of pages15
Volume25
ISBN (Print) 0940600366
Publication statusPublished - 1 Jan 1995

Keywords

  • Brownian motion
  • clinical trials
  • data-dependent treatment allocation
  • error probabilities
  • estimation
  • Gittins index

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