Skip to main content
Log in

Randomized group up and down experiments

  • Published:
Annals of the Institute of Statistical Mathematics Aims and scope Submit manuscript

    We’re sorry, something doesn't seem to be working properly.

    Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.

Abstract

An up and down (U&D) procedure is a sequential experiment used in binary response trials for identifying the treatment corresponding to a prespecified probability of positive response. Recently, a group version of U&D procedures has been proposed whereby at each stage a group of units is treated at the same level and the number of observed positive responses determines the treatment assigned to the next group. The deterministic nature of this algorithm leads to some limitations that in this paper we propose to overcome by introducing a randomization mechanism. A broad class of randomized group U&D’s is presented, giving the conditions for targeting the treatment level of interest. In addition, we study how the properties of the design change as we vary the method of randomization within this general class and find randomization schemes which guarantee desirable results in terms of the asymptotic behavior of the experiment.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Baldi Antognini A. (2005). On the speed of convergence of some urn designs for the balanced allocation of two treatments. Metrika 62: 309–322

    Article  MATH  MathSciNet  Google Scholar 

  • Bortot P., Giovagnoli A. (2005). Up and down experiments of first and second order. Journal of Statistical Planning and Inference 134: 236–253

    Article  MATH  MathSciNet  Google Scholar 

  • Derman C. (1957). Non-parametric up-and-down experimentation. Annals of Mathematical Statistics. 28: 795–799

    Article  MathSciNet  Google Scholar 

  • Dixon W.J, Mood A.M. (1948). A method for obtaining and analyzing sensitivity data. Journal of the American Statistical Association 43: 109–126

    Article  MATH  Google Scholar 

  • Durham S.D., Flournoy N. (1994). Random walks for quantile estimation. Statistical Decision Theory and Related Topics V: 467–476

    MathSciNet  Google Scholar 

  • Durham, S.D., Flournoy, N. (1995). Up and down design: stationary treatment distributions. Adaptive designs. In: Flournoy, N., Rosenberger, W.F. (eds.) IMS Lecture Notes, col 25, Hayward, pp. 139–157.

  • Durham S.D., Flournoy N., Rosenberger W.F. (1997). A random walk rule for phase I clinical trials. Biometrics 53: 745–760

    Article  MATH  Google Scholar 

  • Gezmu M., Flournoy N. (2006). Group up-and-down designs for dose-finding. Journal of Statistical Planning and Inference 136: 1749–1764

    Article  MATH  MathSciNet  Google Scholar 

  • Giovagnoli A., Pintacuda N. (1998). Properties of frequency distributions induced by general ‘up-and-down’ methods for estimating quantiles. Journal of Statistical Planning and Inference 74: 51–63

    Article  MATH  MathSciNet  Google Scholar 

  • Giovagnoli A. (2004). Markovian properties of some biased coin designs. In: Di Bucchianico A., Läuter H., Wynn H.P. (eds) mODa 7-Advances in Model-Oriented Design Analysis, Contributions to Statistics. Physica-Verlag, Heidelberg, pp 69–76

    Google Scholar 

  • Ivanova A., Montazer-Haghighi A., Mohanti S.G., Durham S.D. (2003). Improved up-and-down designs for phase I trials. Statistics in Medicine 22: 69–82

    Article  Google Scholar 

  • Korn E.L., Midthune D., Chen T.T., Rubinstein L.V., Christian M.C., Simon R.M. (1994). A comparison of two phase I trial designs. Statistics in Medicine 13: 1799–1806

    Article  Google Scholar 

  • Mugno R., Zhus W., Rosenberger W.F. (2004). Adaptive urn designs for estimating several percentages of a dose-response curve. Statistics in Medicine, 23: 2137–2150

    Article  Google Scholar 

  • O’Quigley J. (2002). Curve-free and model-based continual reassessment method designs. Biometrics 58: 245–249

    Article  MathSciNet  Google Scholar 

  • Piantadosi S. (1997). Clinical trials: a methodologic perspective. New York, Wiley

    Google Scholar 

  • Rosenberger W.F. (2002). Randomized urn models and sequential design. Sequential Analysis 21: 1–28

    Article  MATH  MathSciNet  Google Scholar 

  • Rosenberger W.F., Lachin J.M. (2002). Randomization in clinical trials. New York, Wiley

    MATH  Google Scholar 

  • Ross S. (1996). Stochastic processes. New York, Wiley

    MATH  Google Scholar 

  • Storer B.E. (1998). Phase I trials. In: Armitage P., Colton T. (eds) Encyclopedia of Biostatistics. New York, Wiley, pp. 3365–3370

    Google Scholar 

  • Stylianou M., Flournoy N. (2002). Dose finding using the biased coin up-and-down design and isotonic regression. Biometrics 58: 171–177

    Article  MathSciNet  Google Scholar 

  • Tsutakawa R.K. (1967). Random walk design in bio-assay. Journal of the American Statistical Association 62: 842–856

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Alessandro Baldi Antognini.

About this article

Cite this article

Antognini, A.B., Bortot, P. & Giovagnoli, A. Randomized group up and down experiments. AISM 60, 45–59 (2008). https://doi.org/10.1007/s10463-006-0081-5

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10463-006-0081-5

Keywords

Navigation