A sequential design for maximizing the probability of a favourable response

@article{Durham1998ASD,
  title={A sequential design for maximizing the probability of a favourable response},
  author={Stephen D. Durham and Nancy Flournoy and W. Li},
  journal={Canadian Journal of Statistics},
  year={1998},
  volume={26}
}
Consider the situation in which subjects arrive sequentially for a treatment and in which there are two distinct ways in which the treatment may fail. Treatments are given at different dosages, and the probabilities of the two failure types vary with dose. Assuming that decreasing the chances of one failure type increases the chances of the other, we say the failures oppose each other. Also assume that one failure type is primary in that, if it occurs, it censors the trial, so that observation… 
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