The Gaussian approximation for multi-color generalized Friedman's urn model

DOI10.1007/s11425-009-0092-9zbMath1188.60017arXiv0812.3697OpenAlexW3099108801MaRDI QIDQ1042973

Fei-fang Hu, Zhang, Lixin

Publication date: 7 December 2009

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.3697

zbMATH Keywords

asymptotic normalitystrong Gaussian approximationrandomized play-the-winner rulegeneralized Friedman's urn model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Sequential statistical design (62L05)

Related Items (2)

The Gaussian approximation for generalized Friedman's urn model with heterogeneous and unbalanced updating ⋮ Immigrated urn models-theoretical properties and applications

Cites Work

• Strong approximations of martingale vectors and their applications in Markov-chain adaptive designs
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• Asymptotic theorems of sequential estimation-adjusted urn models
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• Doubly adaptive biased coin designs with delayed responses
• The Randomized Play-the-Winner Rule in Medical Trials
• Optimality, Variability, Power
• A randomized play-the-winner design for multi-arm clinical trials
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• Embedding of Urn Schemes into Continuous Time Markov Branching Processes and Related Limit Theorems
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