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An adaptive randomized design with application to estimation
Authors:Vincent F. Melfi  Connie Page  Margarida Geraldes
Abstract:When allocating observations to two populations for estimation or testing, the optimal proportion of the data that should be allocated to the first population, if it exists, often depends on unknown parameters. Adaptive designs have thus been proposed, in which allocation of the next observation is based on an estimate of the optimal proportion computed from the data already gathered. The authors introduce a simple randomized adaptive design and give some of its properties. Applications are given to estimating the difference of two success probabilities, and the difference of two normal means.
Keywords:Adaptive allocation  martingale central limit theorem  martingale convergence theorem  randomization
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