期刊名称：International Journal of Mathematics and Mathematical Sciences
印刷版ISSN：0161-1712
电子版ISSN：1687-0425
出版年度：2001
卷号：27
DOI：10.1155/S0161171201005750
出版社：Hindawi Publishing Corporation
摘要：In another paper, we have argued that the traditional randomized design of clinical trials is ethically infeasible in desperate medical situations and adaptive designs are morally required. We have also argued that in such situations, the appropriate designs
must satisfy what we call the “Principle of interchangeability.” In this statistics paper, we show that the statistical model of bandit processes satisfies this principle of interchangeability.
Moreover, we demonstrate that when such a model is used as an adaptive design, the total regret of successes lost is smaller when compared with simple randomization. We illustrate the results
by the simple deterministic play-the-winner design.
