On the Optimality of Randomization in Experimental Design: How to Randomize for Minimax Variance and Design-Based Inference

6 May 2020Nathan Kallus

I study the minimax-optimal design for a two-arm controlled experiment where conditional mean outcomes may vary in a given set. When this set is permutation symmetric, the optimal design is complete randomization, and using a single partition (i.e., the design that only randomizes the treatment labels for each side of the partition) has minimax risk larger by a factor of $n-1$... (read more)

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