Asymptotic results on a class of adaptive multi-treatment designs

The play-the-winner (PW) rule is an important method in clinical trials where patients can be assigned to one of the two treatments. In the PW rule, the probability of the next patient to be assigned to a particular treatment only depends on the response of the current patient. In this paper, we consider a general kind of PW rule for multi-treatment adaptive designs, in which the probability that a treatment is assigned to the next patient depends upon both the response of the previous patient and an estimated parameter, e.g., the observed success rate. Using this kind of adaptive designs, more information of previous stages are used to update the model at each stage, andmore patients may be assigned to better treatments. The strong consistency and the asymptotic normality are established for the allocation proportions. © 2005 Elsevier Inc. All rights reserved. AMS 1991 subject classification: 60F15; 60F05; 62G10; 60G10