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博碩士論文 etd-0710103-174745 詳細資訊
Title page for etd-0710103-174745
論文名稱
Title
混合實驗在Scheffe模型之穩健D-最適設計
Robust D-optimal designs for mixture experiments in Scheffe models
系所名稱
Department
畢業學年期
Year, semester
語文別
Language
學位類別
Degree
頁數
Number of pages
54
研究生
Author
指導教授
Advisor
召集委員
Convenor
口試委員
Advisory Committee
口試日期
Date of Exam
2003-06-06
繳交日期
Date of Submission
2003-07-10
關鍵字
Keywords
等價定理、凸組合、完備集合、不變的對稱區塊矩陣、Dr-效率
invariant symmetric block matrices, Complete class, Dr-efficiency, equivalence theorem, convex combination
統計
Statistics
本論文已被瀏覽 5765 次,被下載 3341
The thesis/dissertation has been browsed 5765 times, has been downloaded 3341 times.
中文摘要
在本論文中,我們探討在混合實驗上的取點問題。一混合實驗,是在一包含q個非負的成分{xi,i=1,...,q}的(q-1) 維之單純型機率空間S^{q-1}上所設計的實驗,並且以單純的限制式sum_{i=1}^q x_i=1為實驗的條件。在此,我們研究當混合實驗的模型屬於Scheffe(1958)所定義模型集合中,但並不確定其模型究竟屬於線性、二次或沒有交互作用之三次的情況下,如何尋找一穩健D型最適設計的問題。在不確知Scheffe模型的型態時,我們希望利用個別模型下之D型最適設計,來尋找出相關的穩健D型最適設計。若不確定實驗的模型是Scheffe的線性或二次之下,我們得證其穩健D型最適設計為個別D型最適設計的最佳凸組合。針對在考慮Scheffe線性和沒有交互作用之三次模型的情況,相關的穩健D型最適設計有一些數值上的驗證和推測結果,對線性、二次和沒有交互作用的三次模型,我們也有類似的結果。最後,我們討論在給定Scheffe線性和二次模型下之穩健D型最適設計,探討其在小中取大準則下的效率Dr問題。
Abstract
A mixture experiment is an experiment in which the
q-ingredients {xi,i=1,...,q} are nonnegative and subject to the simplex restriction sum_{i=1}^q x_i=1 on the (q-1)-dimensional probability simplex S^{q-1}. In this work, we investigate the robust D-optimal designs for mixture experiments with consideration on uncertainties in the Scheffe's linear, quadratic and cubic model without 3-way effects. The D-optimal designs for each of the Scheffe's models are used to find the robust D-optimal designs. With uncertianties on the Scheffe's linear and quadratic models, the optimal convex combination of the two model's D-optimal designs can be proved to be a robust D-optimal design. For the case of the Scheffe's linear and cubic model without 3-way effects, we have some numerical results about the robust D-optimal designs, as well as that for Scheffe's linear, quadratic and cubic model without 3-way effects. Ultimately, we discuss the efficiency of a maxmin type criterion D_r under given the robust D-optimal designs for the Scheffe's linear and quadratic models.
目次 Table of Contents
1 Introduction
2 Preliminary for the robust D-optimal design
2.1 Cmplete classes for second degree mixture models
2.2 Invariant symmetric block matrices
2.3 Generalized D-optimal equivalence theorem
3 Robust D-optimal designs for the Scheffe's linear and quadratic model
3.1 Robust D-optimal designs
3.2 Robust D-optimal designs for Scheffe's models
3.3 Dr-efficiency of robust D-optimal design
4 Some other results and discussion

Appendix
A Scheffe models
B Exampe of exchangeable designs
C Plot of Dr-efficiency for given r'=0.67 at different q
D Plot of Dr-efficiency under different r for q=2,...,250
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