Gittins indices and constrained allocation in clinical trials

Wang, Y-G. (1991) Gittins indices and constrained allocation in clinical trials. Biometrika, 78(1), pp. 101-111.

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Abstract

We explore the use of Gittins indices to search for near optimality in sequential clinical trials. Some adaptive allocation rules are proposed to achieve the following two objectives as far as possible: (i) to reduce the expected successes lost, (ii) to minimize the error probability at the end. Simulation results indicate the merits of the rules based on Gittins indices for small trial sizes. The rules are generalized to the case when neither of the response densities is known. Asymptotic optimality is derived for the constrained rules. A simple allocation rule is recommended for one-stage models. The simulation results indicate that it works better than both equal allocation and Bather's randomized allocation. We conclude with a discussion of possible further developments.

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ID Code: 90635
Item Type: Journal Article
Refereed: Yes
Additional Information: ISI Document Delivery No.: FD523
Times Cited: 5
Cited Reference Count: 27
Wang, yg
Biometrika trust
London
Keywords: error probability, gittins indexes, horizon, randomization, stopping, time, sequential treatment allocation, 2-armed bandit, rules
DOI: 10.1093/biomet/78.1.101
ISSN: 0006-3444
Divisions: Current > QUT Faculties and Divisions > Science & Engineering Faculty
Copyright Owner: © 1991 Biometrika Trust
Deposited On: 24 Nov 2015 05:38
Last Modified: 24 Nov 2015 05:39

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