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二阶可加混料模型稳健D-最优设计
引用本文:李俊鹏,张小峰,张崇岐.二阶可加混料模型稳健D-最优设计[J].数理统计与管理,2017(5):843-852.
作者姓名:李俊鹏  张小峰  张崇岐
作者单位:广州大学经济与统计学院,广东广州,510006
基金项目:国家自然科学基金(11671104)
摘    要:本文研究了在给定两个随机模型先验测度r下的q分量二阶可加混料模型稳健D-最优设计。依据Kiefer次序下完备集的结果且结合稳健D-最优准则,给出了二阶可加模型稳健D-最优的相关理论,并得到了四分量可加模型稳健D-最优ξα_r~*=α_r~*ξ_1~*+(1-α_r~*)ξ_2~*,且利用等价性定理证明了ξα_r~*为稳健D-最优设计。同时基于α_r~*与先验测度r的关系,介绍了先验测度r选择的效率最大最小原则,得到了四分量二阶可加模型的最优先验测度r~*,且比较了四分量二阶可加混料模型稳健D-最优设计与D-最优设计的效率。

关 键 词:稳健设计  最小完备类  二阶可加模型  可交设计

Robust D-optimal Designs of Second-degree Additive Mixture Model
LI Jun-peng,ZHANG Xiao-feng,ZHANG Chong-qi.Robust D-optimal Designs of Second-degree Additive Mixture Model[J].Application of Statistics and Management,2017(5):843-852.
Authors:LI Jun-peng  ZHANG Xiao-feng  ZHANG Chong-qi
Abstract:In this paper,we investigate the robust D-optimal designs of second degree additive mixture model under given prior of two random models.By using complete class result under Kiefer order and robust D-optimal criterion,we give the robust D-optimal theory and gain the robust D-optimal designs (∈)αr* =αr*(∈)*1 + (1-αr*)(∈)2* of four component additive model.Also,we prove (∈)αr* is robust D-optimal designs by using equivalence theorem and based on the relationship of αr* and r,we introduce the maximin efficiencies principle and gain the optimal prior r* of four component additive model.Also,we compare the robust D-optimal designs with D-optimal designs about the efficiency of seconde-degree additive mixture model.
Keywords:robust designs  minimum complete class  second-degree additive model  exchangeable design
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