To Study Properties of a Known Procedure in Adaptive Sequential Sampling Design

We consider the procedure proposed by Bhandari et al. (2009) in the context of two-treatment clinical trials, with the objective of minimizing the applications of the less effective drug to the least number of patients. Our focus is on an adaptive sequential procedure that is both simple and intuitive. Our findings show that the number of applications of the less effective drug is a finite random variable whose all moments are also finite. In contrast, Bhandari et al. (2009) observed that this number increases logarithmically with the total sample size. We attribute this discrepancy to differences in their choice of starting sample size and the method of analysis employed.