Which design is better? Ehrenfest urn versus biased coin

Abstract

Two features are desired in designing a sequential clinical trial: randomness and balance. The former makes the ground for valid statistical inferences and the latter strengthens efficiency in inference procedures. Unfortunately randomness and balance can be in conflict with one another, and clinicians may be caught between the need for both of them. This paper raises an interesting question: can one design consistently achieve more balance than another when both designs own the same randomness? The Ehrenfest urn design is presented to allocate two treatments under a sequential clinical trial, and its balance and randomness properties are investigated. The design is compared with the biased coin design with imbalance tolerance.