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研究生: 陳雅婷
Chan, Nga Ting
論文名稱: 常態反應下的逐次選取程序
Sequential Selection Procedures with Normal Responses
指導教授: 許文郁
Shu, Wun Yi
口試委員: 陳鄰安
Chen, Lin An
洪慧念
Hung, Hui Nien
學位類別: 碩士
Master
系所名稱: 理學院 - 統計學研究所
Institute of Statistics
論文出版年: 2015
畢業學年度: 103
語文別: 中文
論文頁數: 57
中文關鍵詞: LRL逐次程序Bernoulli分布常態分布選擇藥物
外文關鍵詞: LRL sequential procedure, Bernoulli distribution, Normal distribution, drugs selection
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  • 在醫學領域裡,醫生常常要針對不同病況而施予不同藥物作為治療,而選擇適合藥物是一個很重要議題。Cheng-Shiun Leu與 Bruce Levin 提出一個選擇藥物之實驗程序,名為adaptive design in phase-II clinical trials,主要針對在第二期臨床試驗中,如何有效率地選出有較佳藥效之藥物,減少受試者人數,降低實驗成本。他們把服藥後的治療結果視為服從Bernoulli分布,透過逐次程序去選出較好的藥物。而逐次程序分為兩種,non-adaptive(無調適)及adaptive(調適)LRL逐次程序。其中,使用LRL逐次程序之實驗,能滿足正確選對藥品之一下界,同時能減少較多受試者人數。而有些藥物的治療結果並不只有成功或失敗,像降血壓之類藥物,其反應是一個連續變數。故本文針對服藥後之反應服從常態分布之情況,提出逐次實驗程序,並比較使用無調適及調適程序之實驗結果。最後經過電腦模擬驗證,證實在藥品反應服從常態分布下,使用調適程序比使用無調適程序之實驗,更能夠減少受試者人數。


    In the medical study, selecting the appropriate medicines is a very important issue. Cheng-Shiun Leu and Bruce Levin have designed a procedure, for selecting medicines in phase-II, which is called adaptive design in phase-II clinical trials. It focuses on how to select efficiently the medicines with better efficacy, and also focus on reducing the sample size and costs of the experiments. The responses they consider are Bernoulli distributed. Through the sequential procedures, we can select the best medicines. Two sequential procedures are considered, one is non-adaptive and the other is adaptive. By using these procedures, the probability of correct selection has a low bound. Also, the number of testers can be reduced. But there are drugs, like antihypertensive drugs, their responses are continuous variables. In this thesis, we study those drugs with Normal distributed responses, and provide corresponding sequential procedures (non-adaptive and adaptive). We compare the results of these procedures. By simulations, we can verify that adaptive procedure reduces more testers than non-adaptive one does.

    第一章 緒論 1 1.1 研究動機與目的 1 1.2 文獻探討 2 1.3 研究架構 3 第二章 Bernoulli分布下的選取程序 5 2.1 不同實驗程序的介紹 5 2.1.1 BKS程序 6 2.1.2 LRL程序 8 2.2 正確選擇機率之下界 12 2.2.1 選出一個最高成功機率之母體(r=1) 14 2.2.2 選出多個最高成功機率之母體(r>1) 17 2.2.3 θ之接受子集合選擇法 19 2.4 模擬比較 21 第三章 常態分布下的選取程序 24 3.1 常態分布中選出最佳藥效參數 24 3.2 NDD程序 27 3.2.1 無調適NDD 28 3.2.2 調適NDD 34 第四章 模擬範例 40 4.1 不同參數μ組合之結果 40 4.1.1 k=4, r=2 41 4.1.2 k=5, r=2 42 4.1.3 k=5, r=3 43 4.2 不同藥效參數μ差異之d組合之結果 45 4.2.1 k=4, r=2 45 4.2.2 k=5, r=2 50 第五章 結論與未來研究方向工作 56 參考文獻 57

    [1] Bechhofer, R.E., Kiefer, J. and Sobel, M. (1968). Sequential Identication and Ranking Procedures. University of Chicago Press, Chicago.
    [2] Chiu, W.K. (1974). A generalized selection goal for a sequential ranking procedure. Nanta Math. 7, 42-46.
    [3] Leu, C.S. and Levin, B. (1999a). On the probability of correct selection in the Levin-Robbins sequential elimination procedure. Statistica Sinica 9, 879-91.
    [4] Leu, C.S. and Levin, B. (1999b). Proof of a lower bound formula for the expected reward in the Levin-Robbins sequential elimination procedure. Sequential Analysis 18, 81-105.
    [5] Leu, C.S. and Levin, B. (2004). Selecting the best subset of b out of c coins with the Levin-Robbins sequential elimination procedure: Proof of the lower bound formula for the probability of correct selection in the case b = 2, c = 4. Technical Report #B-91, Department of Biostatistics, Columbia University.
    [6] Leu, C.S. and Levin, B. (2008). A generalization of the Levin-Robbins procedure for binomial subset selection and recruitment problems. Statistica Sinica 18, 203-218.
    [7] Leu, C.S. and Levin, B. (2013). On two lemmas used to establish a key inequality that implies the lower bound formula for the probability of correct selection in the Levin-Robbins-Leu family of sequential binomial subset selection procedures. Technical Report #B-148, Department of Biostatistics, Columbia University.
    [8] Levin, B. (1984). On a sequential selection procedure of Bechhofer, Kiefer, and Sobel. Statist. Probab. Lett. 2, 91-94.
    [9] Levin, B. and Robbins, H. (1981). Selecting the highest probability in binomial or multinomial trials. Proc. Natl. Acad. Sci. USA 78, 4663-4666.
    [10] Zybert, P. and Levin, B. (1987). Selecting the highest of three binomial probabilities. Proc. Natl. Acad. Sci. USA 84, 8180-8184.

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