کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4603381 | 1336958 | 2008 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Robustness of optimal designs for correlated random variables
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
Suppose that Y = (Yi) is a normal random vector with mean Xb and covariance σ2In, where b is a p-dimensional vector (bj), X = (Xij) is an n × p matrix with Xij ∈ {−1, 1}; this corresponds to a factorial design with −1, 1 representing low or high level respectively, or corresponds to a weighing design with −1, 1 representing an object j with weight bj placed on the left and right of a chemical balance respectively. E-optimal designs Z are chosen that are robust in the sense that they remain E-optimal when the covariance of Yi, Yi′ is ρ > 0 for i ≠ i′. Within a smaller class of designs similar results are obtained with respect to a general class of optimality criteria which include the A- and D-criteria.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Linear Algebra and its Applications - Volume 429, Issue 7, 1 October 2008, Pages 1639-1646
Journal: Linear Algebra and its Applications - Volume 429, Issue 7, 1 October 2008, Pages 1639-1646