Efron's Conjecture on Vulnerability to Bias in a Method for Balancing Sequential Trials
本文证明了埃弗隆1971年提出的一个关于序贯试验分配方法易受偶然偏倚影响的猜想,该猜想涉及一个关键协方差矩阵的最大特征值的显式公式。
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.