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On Efficient Computational Algorithm For Optimal Designs

Posted on:2013-11-17Degree:MasterType:Thesis
Country:ChinaCandidate:X L LuFull Text:PDF
GTID:2230330395972175Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
In this article, we discuss the optimal allocation problem in an experimentwhen a regression model is used for statistical analysis. Here, we provide an al-ternate proof of the monotonic convergence for D-criterion with a simple com-putational algorithm. We also discuss an algorithm as well as a conjecture ofthe monotonic convergence for A-criterion. Monte Carlo simulations are used todemonstrate the reliability, efciency and usefulness of the proposed algorithms.
Keywords/Search Tags:D-optimality, A-optimality, Information matrix, Maximum like-lihood estimators, Regression Analysis
PDF Full Text Request
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