Brentuximab vedotin is approved by the United States Food and Drug administration (FDA) for the treatment of Hodgkin lymphoma that has come back (relapsed). For this research study, the use of brentuximab vedotin in newly diagnosed Hodgkin lymphoma is considered investigational. Brentuximab vedotin is an antibody that also has a chemotherapy drug attached to it. Antibodies are proteins that are part of your immune system. They can stick to and attack specific targets on cells. The antibody part of the brentuximab vedotin sticks to a target called cluster of differentiation antigen 30 (CD30). CD30 is an important molecule on some cancer cells and some normal cells of the immune system.