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論文名稱 Title |
建構最少點數之D最適設計與多項式迴歸模型之權重函數的刻劃 A characterization of weight function for construction of minimally-supported D-optimal designs for polynomial regression via differential equation |
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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 |
29 |
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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 |
2006-05-18 |
繳交日期 Date of Submission |
2006-07-13 |
關鍵字 Keywords |
有理函數、最少點、Laguerre 多項式、史篤姆-劉維理論、史篤姆比較定理、加權多項式迴歸、Jacobi 多項式、帶狀矩陣、離散D最適設計、微分方程 Sturm's comparison theory, Sturm-Liouville theory, weighted polynomial regression, differential equation, band matrix, Jacobi polynomial, Laguerre polynomial, minimally-supported, approximate D-optimal design, rational function |
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統計 Statistics |
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中文摘要 |
在這一篇論文裡面,針對多項式回歸模型的加權D最適設計來探討。 假設w'(x)/w(x)是有理函數,而且已經知道端點是否為設計點, 則建構D最適設計的問題可以換成是微分方程的問題。這裡我們只考慮方程式未知數為一個或零個的情況,近而去刻畫所對應的權重。此外,在當未知數為一個的時候,也可以把原先的微分方成問題利用特徵值問題去解決。 在本篇的後面提供了數值的結果,他們說明了最適設計與順序特徵值的有趣關係。 |
Abstract |
In this paper we investigate (d + 1)-point D-optimal designs for d-th degree polynomial regression with weight function w(x) > 0 on the interval [a, b]. Suppose that w'(x)/w(x) is a rational function and the information of whether the optimal support contains the boundary points a and b is available. Then the problem of constructing (d + 1)-point D-optimal designs can be transformed into a differential equation problem leading us to a certain matrix with k auxiliary unknown constants. We characterize the weight functions corresponding to the cases when k= 0 and k= 1. Then, we can solve (d + 1)-point D-optimal designs directly from differential equation (k = 0) or via eigenvalue problems (k = 1). The numerical results show us an interesting relationship between optimal designs and ordered eigenvalues. |
目次 Table of Contents |
Introduction Premilinaries Characterization of weight functions Examples Conclusion Appendix Reference |
參考文獻 References |
Antille, G., Dette, H. and Weinberg, A. (2003). A note on optimal designs in weighted polynomial regression for the classical e_ciency functions. J. Statist. Plann. Inference 113, 285-292. 22 Atkinson, A.C. and Donev, A.N. (1992). Optimum Experimental Designs. Oxford University Press, New York. Chang, F.-C. (2005). |
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