A Modification of a Percentile Estimation Procedure Based on Generalized Polya Urns

Abstract

Adaptive designs find an important application in the estimation of unknown percentiles for an underlying dose-response curve. A nonparametric adaptive design was suggested by Mugno et al. (2004) to simultaneously estimate multiple percentiles of an unknown dose-response curve via generalized Polya urns. In this article, we examine the properties of the design proposed by Mugno et al. (2004) when delays in observing responses are encountered. Using simulations, we evaluate a modification of the design under varying group sizes. Our results demonstrate unbiased estimation with minimal loss in efficiency when compared to the original compound urn design.