Efficient Computational Algorithm for Optimal Allocation in Regression Models

摘要：

In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Efficient and simple computational algorithms for finding the optimal allocations under D-optimality and A-optimality are proposed. The properties of the proposed algorithms are discussed. Monte Carlo simulations are used to demonstrate the reliability and efficiency of the proposed algorithms. Illustrative examples are provided to demonstrate the usefulness and efficient of the proposed algorithms.

关键词： D-optimality A-optimality Maximum likelihood estimators Accelerated Life-testing

作者: Wei Gao Ping Shing Chan Hon Keung Tony Ng Xiaolei Lu

作者单位: Key Laboratory for Applied Statistics of MOE, School of Mathematics and Statistics,Northeast Normal Department of Statistics, The Chinese University of Hong Kong, Shatin, N. T., Hong Kong Department of Statistical Science, Southern Methodist University, Dallas, Texas, 75275-0332 U.S.A.

会议类型: 国际会议

会议名称: The 7th Inyernational Conference on Mathematical Methods in Reliability:Theory,Methods,Applications(第七届国际可靠性数学、理论、方法与应用会议 MMR2011)

会议地点: 北京

会议语种:英文

页码: 555-558

在线出版日期: 2011-06-20（万方平台首次上网日期，不代表论文的发表时间）