In Computing Science and Statistics 23, (1991),
pp. 421-424.
Bandit Strategies for Ethical Sequential Allocation
Janis Hardwick
Statistics Department, University of Michigan
Quentin F. Stout
EECS Department, University of Michigan
Abstract:
The problem of allocating patients in a two treatment clinical trial with
dichotomous response is considered. The trial goal is to determine the
better treatment while incurring as few patient losses as possible.
Several allocation rules are compared and it is found that bandit
strategies perform well on both criteria in that they
achieve nearly optimal power while keeping expected trial failures
nearly minimal.
The rules are also evaluated according to their computational complexity.
Keywords: sequential allocation, dynamic programming, ethics,
Gittens index, power, probability of correct selection, indifference region
Full paper (in compressed Postscript)
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