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Uniform designs for mixture-amount experiments and for mixture experiments under order restrictions
Authors:Guoliang Tian  Kaitai Fang
Institution:(1) Institute of Applied Mathematics, Chinese Academy of Sciences, 100080 Beijing, China;(2) Hong Kong Baptist University, Hong Kong and Institute of Applied Mathematics, Chinese Academy of Sciences, 100080 Beijing, China
Abstract:With order statistics of the uniform distribution on 0, l], exponential and beta distributions, a stochastic representation is obtained for the uniform distribution over various domains, where A-type domains are closely associated with reliability growth analysis, order restricted statistical inference and isotonic regression theory, V-type domains are connected with the mixture-amount experiments, and T-type domains are well related to mixture experiments. With these stochastic representations, the corresponding uniform distribution and number-theoretic nets can be generated. This approach seems to be new and is called order statistics method. Some examples on reliability growth analysis and experimental design are presented. This work was partially supported by a Hong Kong UGC-RGC grant, the Statistics Research and Consultancy Centre of HK-BU, and the Chinese Academy of Sciences.
Keywords:discrepancy  isotonic restriction  Monte Carlo optimization  multivariate distribution  uniform design
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