查詢結果分析
相關文獻
- 簡單線性迴歸模式具AR(1)誤差項之A-最佳化設計
- 具有AR(1)誤差項之簡單線性迴歸模型之D-最適設計
- A Note on Conditionally Optimal Star Points in Central Composite Designs for Response Surface Methodology
- Optimal Designs: Four Factors in Twelve Points
- 部份因子摺疊之D--最適設計
- 矩陣分割法應用:A-最適設計
- 極值分配中母數的加權最小平方估計
- A Note on Generalized Estimation in Response Surfaces
頁籤選單縮合
題 名 | 簡單線性迴歸模式具AR(1)誤差項之A-最佳化設計=A-optimal Design for a Simple Linear Regression Model with AR(1) Noise |
---|---|
作 者 | 古思明; | 書刊名 | 中國統計學報 |
卷 期 | 34:1 1996.03[民85.03] |
頁 次 | 頁41-50 |
分類號 | 319.51 |
關鍵詞 | 簡單線性迴歸模式; 一階自我迴歸過程; 最小平方估計量; D-最適設計; A-最適設計; Simple linear regression model; First-order autoregressive process; Least squares estimators; D-optimal design; A-optimal design; |
語 文 | 中文(Chinese) |
中文摘要 | 探討一簡單線性迴歸模式Yt=α+ßxt+εt, t = 1,2, ...,N. Xt□[-1,1],α,β是未知參數,εt具AR(l)過程 (process)。由實驗設計之觀點,其主要工作之一在於如何選擇xt,使模式達到最佳化實驗設計。Chang and Lin (1994)曾推測且提出 “D-最佳化設計是一種A-最佳化設計”,本文將證明這種推測並非在所有情形下均成立;而在觀測數N夠大時;D-最佳化設計漸近地 (asymptotically) 可視為A-最佳化設計。 |
英文摘要 | Consider a simple linear regression model Yt=α+ßxt+εt, t = 1,2, ...,N, where Xt□[-1,1],α,β are unknown parameters, andεt is an AR(l) process. We are interested in the selection of xt for the D-optimal and A-optimal experimental designs. Chang and Lin (1994) conjectured that a D-optimal design is an Aoptimal design. We shall show that this hunch is positive for some cases but not true in general. However, we illustrate that this conjecture is true asymptotically. That is, when the number of design points is large enough, a D-optimal design is asymptotically an A-optimal design. |
本系統中英文摘要資訊取自各篇刊載內容。