Abstract.
We propose a new adaptive allocation rule, the drop-the-loser, that randomizes subjects in the course of a trial comparing treatments with dichotomous outcomes. The rule tends to assign more patients to better treatments with the same limiting proportion as the randomized play-the-winner rule. The new design has significantly less variable allocation proportion than the randomized play-the-winner rule. Decrease in variability translates into a gain in statistical power. For some values of success probabilities the drop-the-loser rule has a double advantage over conventional equal allocation in that it has better power and assigns more subjects to the better treatment.
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Acknowledgments. I thank Stephen Durham, the associate editor, and the referees for their helpful suggestions.
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Ivanova, A. A play-the-winner-type urn design with reduced variability. Metrika 58, 1–13 (2003). https://doi.org/10.1007/s001840200220
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DOI: https://doi.org/10.1007/s001840200220