Modified Two-Armed Bandit Strategies for Certain Clinical Trials

A procedure which maximizes the expected number of successes in a clinical trial involving two treatments can usually be found only by backward induction. Not only is it difficult to find an optimal procedure but, once found, it is difficult to describe and cumbersome to communicate. A procedure is suggested which depends on the information present concerning the treatments. This procedure is easy to calculate and approximates an optimal procedure quite well. It is applicable to trials for which the number of patients is unknown as well as those of known duration.