This research study is a Phase II clinical trial. Phase II clinical trials test the safety and effectiveness of an investigational intervention to learn whether the intervention works in treating a specific disease. "Investigational" means that the intervention is being studied. It also means that the FDA (the U.S. Food and Drug Administration) has not yet approved brentuximab vedotin (brentuximab) as part of the initial treatment of Hodgkin lymphoma. Currently, brentuximab is FDA-approved for treatment of relapsed Hodgkin lymphoma.