Normal order statistics and sums of geometric random variables in treatment allocation problems

Andrew L. Rukhin

Statistics & Probability Letters, 2007, vol. 77, issue 12, 1312-1321

Abstract: The target fulfillment instants of two balanced randomization procedures for several treatments are studied under a general (non-uniform) allocation scheme. Their limiting distributions are shown to be related to the normal order statistics with different variances and to the sums of independent geometric random variables.

Keywords: Antiranks; Balanced; randomization; Multinomial; trials; Occupancy; problem; Probability; generating; function; Spacings (search for similar items in EconPapers)
Date: 2007
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