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論文名稱 Title |
交換式演算法建構連續最適設計
Construction of approximate optimal designs by exchange algorithm |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
21 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2001-06-01 |
繳交日期 Date of Submission |
2002-06-06 |
關鍵字 Keywords |
連續最適設計、離散最適設計、A-最優、交換式演算法、D-最優 D-optima, approximate, exact, exchange algorithm |
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統計 Statistics |
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中文摘要 |
本研究將考慮利用交換式演算法,計算一個變數線性迴歸模型之數值最適設計解的可行性。而關於最適設計必須有最少支撐點的充分條件在Fedorov(1972)中的定理2.3.2 中眾所皆知。然而,只有一些情況之下,分析這最適設計是眾所皆知的,即針對多數判別式我們較容易採用計算最適設計的交換程序。因此,我們為建構著名的特別情況來描述在這利用D型、A型和有支撐點最少的c型等最適的設計,並舉出如何能夠用這個演算法來獲得這些最適設計的例子並且討論演算法的表現好壞,並利用一般使用的最適設計標準:D,A,c 標準來為產生一系列迴歸函數而形成一個柴比雪夫系統的迴歸模型來研究演算法的收斂性優劣。 |
Abstract |
In this study we will consider the construction of approximate optimal design for one-dimensional regression by exchange algorithm. Sufficient conditions under which an optimal design must have the minimal support points are known in Theorem 2.3.2 of Fedorov (1972). However, there are only a few cases which the analytic optimal designs are known. The exchange procedure for computing optimal designs is easily adopted to most criteria. We describe implementations for constructing the well-known special cases D-, A-, and c-optimal designs with the minimum number of support points. Examples which illustrate how the algorithm can be used to obtain these optimal designs and the performance of the algorithm are discussed. The commonly used D-, A-, and c-optimal criteria will be employed to study the convergence properties of the exchange algorithm for regression model which the set of the product of regression functions forms a Chebyshev system. |
目次 Table of Contents |
Abstract..............................1 Introduction..........................3 Preliminary...........................4 Algorithms............................7 tem Examples and simulation results...10 Conclusiondotfill....................13 Reference |
參考文獻 References |
Reference Cook, R. D. and Nachtsheim, C. J. (1980). A comparison of algorithm for constructing exact D-optimal designs, Technometrics, 22, 315-324. Fedorov, V. V. (1972). Theory of Optimal Experiments. Translated and edited by W. J. Studden and E. M. Klimko. Academic press, New York. Nguyen, N. K. and Miller, A. J. (1992). A review of some exchange algorithms for constructing discrete D-optimal designs. Computat. Statist. Data Anal., 14, 489-498. Miller, A. J. and Nguyen, N. K. (1994). A Fedorov exchange algorithm for D- optimal design. Applied. Stat., 43, 669-677. Pukelsheim, F. (1993). Optimal Design of Experiments. Wiley, New York. Wald, A. (1943). On the efficient design of statistical investigations. Ann. Math. Stat., 14, 134-140. |
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