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LIMIT THEOREMS AND OPTIMAL DESIGN WITH ADAPTIVE URN MODELS 被引量:2

LIMIT THEOREMS AND OPTIMAL DESIGN WITH ADAPTIVE URN MODELS
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摘要 In this paper we study urn model, using some available estimates of successes probabilities, and adding particle parameter, we establish adaptive models. We obtain some strong convergence theorems, rates of convergence, asymptotic normality of components in the urn, and estimates. With these asymptotical results, we show that the adaptive designs given in this paper are asymptotically optimal designs.
出处 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2005年第3期347-360,共14页 系统科学与复杂性学报(英文版)
基金 This work is supported by the National Science Foundation (No.10271001) of China.
关键词 urn model sequential design strong convergence asymptotical normality optimal design 瓮模型 连续设计 强收敛 渐进线常态 理想设计
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参考文献20

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同被引文献11

  • 1陈桂景,胡舒合,洪圣岩.多档次试验结果下的一种罐子模型[J].应用概率统计,2006,22(3):281-287. 被引量:1
  • 2Ftobbins H.Some aspects of the sequential design of experiments[J].Bulletin of the American Mathematical Society,1952,58:527-535.
  • 3Rosenberger W F,Flournoy N,Durham S D.Asymototic normality of maximum likelihood estimators from multiparameter response-driven designs[J].Journal of Statistical Planning and Inference,1997,60:69-76.
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  • 5Wei L J,Durham S.The randomized play-the-winner rule in medical trials[J].Journal of the American Statistical Association,1978,73:840-843.
  • 6Chen G J,Chen Y M,Bai Z D,et al.A kind of optimal design of urn models[J].Acta Mathematica Scientica, 2003,23(A):208-214.
  • 7Bai Z D,Chen G J,Hu F F.Some theorems under urn models with time trends[J].Chinese Annals of Mathematics,2001,22(A):89-96.
  • 8Bai Z D,Chen G J,Hu F F.A kind of urn model for adaptive sequential design[J].Acta Mathematica Scientica,2001,21(B):224-228.
  • 9Zhang L X.Asymptotic results on a class of adaptive multi-treatment designs[J].Journal of Multivariate Analysis,2006,97:586-605.
  • 10张尚立,刘刚.带不完全椭球约束生长曲线模型线性估计的泛容许性[J].生物数学学报,2008,23(1):160-164. 被引量:3

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