Two-Stage Adaptive Optimal Design with Fixed First-Stage Sample Size

Figure 3

In each plot the solid line represents the CDF of √𝑛(𝜃_𝑛−𝜃) obtained via Monte Carlo simulations. The dotted-dashed line is the 𝑃(𝑇₁≤𝑡), where 𝑇₁∼𝒩(0,𝑀⁻¹(𝜉^∗,𝜃)). The dotted line is the 𝑃(𝑇₂≤𝑡), where 𝑇₂∼𝒩(0,𝑀⁻¹(𝜉_𝐴,𝜃)). The dashed line is the 𝑃(𝑇₃≤𝑡), where 𝑇₃∼𝑄. Values 𝜃=1, 𝑥₁=2, 𝑛₁=5, 𝜎=.5, 𝑎=.25, and 𝑏=4 were used.

(a) 𝑛=30

(b) 𝑛=1000