Some results on two-level factorial designs with dependent observations

There are many situations in which observations in factorial experiments may be dependent. When this is so, run orders are needed that result in efficient estimates of contrasts. The Cheng and Steinberg reverse foldover algorithm, which gives a maximal number of level changes, is known to produce very efficient main-effects two-level designs using the D-criterion, but less is known about other designs, models and criteria. We present some further theoretical results, and give another statistic of importance in predicting efficiency under strong dependence. The theory is illustrated using some 16-run designs.     

A note on the true factorial price index

In this note we demonstrate that the true price index obtained through the factorial approach is exact for the Leontief, fixed coefficients utility function.     

On the multilateral index number system based on the factorial approach

This paper examines what of the Eichhorn-Voeller axioms are satisfied by the multilateral index numbers based on the factorial approach. Finally, concerning the overall performance of the system, a pertinent observation is made strengthening its dependability as a practical guide.     

Optimal fractional factorial designs and their construction

Optimal symmetrical fractional factorial designs with n$n$ runs and m$m$ factors of s$s$ levels each are constructed. We consider only designs such that no two factors are aliases. The minimum moment aberration criterion proposed by Xu (2003) is used to judge the optimality of the designs. The minimum moment aberration criterion is equivalent to the popular generalized minimum aberration criterion proposed by Xu and Wu (2001), but the minimum moment criterion is simpler to formulate and employ computationally. Some optimal designs are constructed by using generalized Hadamard matrices.     

Some observations on the KMT dyadic scheme

We point out some useful properties of the KMT dyadic scheme, which was used to construct a Brownian bridge approximation to the uniform empirical process.     

Some results on dependent random variables and a connection with the multivariate s-increasing convex order

In this paper, some new concepts of dependence are introduced that generalize the concepts of positive and negative association. The new concepts of dependence are linked to the multivariate s-increasing convex order. Furthermore, a Kolmogorov-type inequality and a Hàjek–Rènyi inequality are proven that lead to an asymptotic result for these new random objects.     

On the asymptotic independence of numbers of observations near order statistics

In this paper, we consider the numbers of observations in two-sided neighbourhoods of the kth and (n?r)th order statistics from a sample of size n and show that they are asymptotically independent as n→∞. We also establish a result that generalizes all the existing results regarding the asymptotic independence of numbers of observations in the left and right neighbourhoods of order statistics. Finally, we consider the limiting joint behaviour of numbers of observations in the neighbourhoods of s central order statistics and establish that they are asymptotically independent.     

Comparing clusterings and numbers of clusters by aggregation of calibrated clustering validity indexes

Statistics and Computing - A key issue in cluster analysis is the choice of an appropriate clustering method and the determination of the best number of clusters. Different clusterings are optimal...     

Some comments on sample quantiles for dependent observations

Sample quantiles obtained from a linear process are examined and their asymptotic properties are derived by using simple elementary arguments.     

Some extensions of the classical law of large numbers

Abstract

In the present article, we study the classic Bernoulli weak law of large numbers and Borel strong law of large numbers, which weaken the assumptions of some known results.     

Factorial-balance and the analysis of designs with factorial structure

Cotter, John and Smith (1973) have given conditions for an incomplete block design to have orthogonal factorial structure. Further results on the intra-block analysis of such designs are given. The concept of balance in factorial design is discussed and results are given which enable the degree of balance in generalised cyclic designs to be determined.     

Some observations on semi-markov models for partially censored data

Cause-specific hazard functions are employed to analyze a semi-Markov model which could be used to describe data arising from clinical trials or certain types of observational studies. The use of these hazard functions to fit a set of data arising from N possibly incomplete case histories is shown to have several notable advantages over the approach adopted by Lagakos, Sommer, and Zelen (1978).     

On invariance and randomization in factorial designs with applications to D-optimal main effect designs of the symmetrical factorial

Under the setting of the columnwise orthogonal polynomial model in the context of the general factorial it is shown that (i) the determinant of the information matrix of a design relative to an admissible vector of effects is invariant under a permutation of levels; (ii) the unbiased estimation of a linear function of an admissible vector of effects can be obtained under equal probability randomization. These results extend the work on invariance and randomization carried out under the more restrictive assumption of the orthonormal polynomial model by Srivastava, Raktoe and Pesotan (1976) and Pesotan and Raktoe (1981). Moreover, the problem of the construction of D-optimal main effect designs in the symmetrical factorial is reduced to a study of a special class of (0,1)-matrices using the Helmat matrix model. Using this class of (0,1)-matrices and the determinant invariance result, some classes of D-optimal main effect designs of the s² and s³ factorial respectively are presented.     

Comparing Fisher information in record values and their concomitants with random observations

In a sequence of bivariate random variables {(X _i , Y _i ), i≥1} from a continuous distribution with a real parameter θ, general comparison results between the amount of Fisher information about θ contained in the sequence of the first n records and their concomitants, and the desired information in an i.i.d. sample of size n from the parent distribution are established. Some relationships between reliability properties and the proposed criteria are obtained in situations in which the univariate counterpart of the underlying bivariate family belongs to location, scale or shape families. It is also shown that in some classes of bivariate families, the concerned information property is equivalent to that of its univariate counterpart. The proposed procedure is illustrated by considering several examples.