Sankhya: The Indian Journal of Statistics

1999, Volume 61, Series B, Pt. 3, pp. 397--412

ALLOCATION BY RANDOMIZED PLAY-THE-WINNER RULE IN THE PRESENCE OF PROGNOSTIC FACTORS

By

UTTAM BANDYOPADHYAY, University of Calcutta, Calcutta

and

ATANU BISWAS, Indian Statistical Institute, Calcutta

SUMMARY. In the clinical trial randomized play-the-winner (RPW) rule is used with a goal of allocating more patients to the better treatment in course of sampling. The present paper provides an application of RPW sampling scheme in the presence of prognostic factors. Both the cases of non-stochastic and stochastic prognostic factors are discussed. Some decision rules are provided for comparing two treatments. Limiting proportions of allocations by the two treatments are obtained.

AMS (1991) subject classification. Primary 62L05; secondary 62L10, 62C05.

Key words and phrases. Play-the-winner rule; urn model, risk function, limiting proportion of allocations.

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