© 1980 by Biometrika Trust
MISCELLANEA |
Efron's conjecture on vulnerability to bias in a method for balancing sequential trials
Department of Statistics, Stanford University
Efron (1971) proposed a method for sequential assignment to treatments or control which is in many ways superior to traditional procedures. To analyse the method's susceptibility to accidental bias a criterion concerning the maximum eigenvalue of a fundamental covariance matrix was introduced. On the basis of numerical evidence, Efron conjectured an explicit formula for this eigenvalue. This note gives a proof of that conjecture.
Key Words: Balanced experiment Biased coin design Covariance matrix Maximum eigenvalue Sequential trial.