稳健的二阶可旋转设计总是适用于某些寿命分布

IF 0.5 Q4 STATISTICS & PROBABILITY Communications for Statistical Applications and Methods Pub Date : 2021-11-30 DOI:10.29220/csam.2021.28.6.595
Jinseog Kim, R. Das, Poonam Singh, Youngjo Lee
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引用次数: 0

摘要

最近有一些文章推导了寿命响应的鲁棒一阶可旋转和d -最优设计,这些设计具有分布gamma,对数正态,威布尔,指数假设误差,这些误差与不同的相关结构(如自相关,类内,类间,三对角线,复合对称)相关。实际上,一阶模型是在解释变量的一个小区域内对真实表面的充分逼近。二阶模型总是适用于未知区域,或者系统中存在曲率的情况。本文旨在将这些文章的思想扩展到二阶模型。对于类内和类间相关误差结构,推导出了不变性(不含上述四种分布)、鲁棒性(不含相关参数值)二阶可旋转设计。假设响应服从非正态分布(上述四种分布中的任何一种),且误差具有一般相关的误差结构,本文推导了二阶可旋转性条件。在类内和类间相关误差结构下进一步简化了这些条件,对于具有上述四种分布中的任何一种的响应,在这两种结构下建立了二阶可旋转设计。本文推导出鲁棒二阶可旋转设计依赖于各自的误差方差协方差结构,但与相关参数值以及所考虑的四种响应寿命分布无关。
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Robust second-order rotatable designs invariably applicable for some lifetime distributions
Recently a few articles have derived robust first-order rotatable and D-optimal designs for the lifetime response having distributions gamma, lognormal, Weibull, exponential assuming errors that are correlated with di ff erent correlation structures such as autocorrelated, intra-class, inter-class, tri-diagonal, compound symmetry. Practically, a first-order model is an adequate approximation to the true surface in a small region of the explana-tory variables. A second-order model is always appropriate for an unknown region, or if there is any curvature in the system. The current article aims to extend the ideas of these articles for second-order models. Invariant (free of the above four distributions) robust (free of correlation parameter values) second-order rotatable designs have been derived for the intra-class and inter-class correlated error structures. Second-order rotatability conditions have been derived herein assuming the response follows non-normal distribution (any one of the above four distributions) and errors have a general correlated error structure. These conditions are further simplified under intra-class and inter-class correlated error structures, and second-order rotatable designs are developed under these two structures for the response having anyone of the above four distributions. It is derived herein that robust second-order rotatable designs depend on the respective error variance covariance structure but they are independent of the correlation parameter values, as well as the considered four response lifetime distributions.
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来源期刊
CiteScore
0.90
自引率
0.00%
发文量
49
期刊介绍: Communications for Statistical Applications and Methods (Commun. Stat. Appl. Methods, CSAM) is an official journal of the Korean Statistical Society and Korean International Statistical Society. It is an international and Open Access journal dedicated to publishing peer-reviewed, high quality and innovative statistical research. CSAM publishes articles on applied and methodological research in the areas of statistics and probability. It features rapid publication and broad coverage of statistical applications and methods. It welcomes papers on novel applications of statistical methodology in the areas including medicine (pharmaceutical, biotechnology, medical device), business, management, economics, ecology, education, computing, engineering, operational research, biology, sociology and earth science, but papers from other areas are also considered.
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