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In Hedayat and Pesotan [1992, Two-level factorial designs for main effects and selected two-factor interactions. Statist. Sinica 2, 453–464.] the concepts of a g(n,e)-design and a g(n,e)-matrix are introduced to study designs of n factor two-level experiments which can unbiasedly estimate the mean, the n main effects and e specified two-factor interactions appearing in an orthogonal polynomial model and it is observed that the construction of a g-design is equivalent to the construction of a g -matrix. This paper deals with the construction of D-optimal g(n,1)-matrices. A standard form for a g(n,1)-matrix is introduced and some lower and upper bounds on the absolute determinant value of a D-optimal g(n,1)-matrix in the class of all g(n,1)-matrices are obtained and an approach to construct D-optimal g(n,1)-matrices is given for 2?n?8. For two specific subclasses, namely a certain class of g(n,1)-matrices within the class of g(n,1)-matrices of index one and the class C(H) of g(8t+2,1)-matrices constructed from a normalized Hadamard matrix H of order 8t+4(t?1) two techniques for the construction of the restricted D-optimal matrices are given. 相似文献
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The problem of classifying all isomorphism classes of OA(N,k,s,t)'s is shown to be equivalent to finding all isomorphism classes of non-negative integer solutions to a system of linear equations under the symmetry group of the system of equations. A branch-and-cut algorithm developed by Margot [2002. Pruning by isomorphism in branch-and-cut. Math. Programming Ser. A 94, 71–90; 2003a. Exploiting orbits in symmetric ILP. Math. Programming Ser. B 98, 3–21; 2003b. Small covering designs by branch-and-cut. Math. Programming Ser. B 94, 207–220; 2007. Symmetric ILP: coloring and small integers. Discrete Optim., 4, 40–62] for solving integer programming problems with large symmetry groups is used to find all non-isomorphic OA(24,7,2,2)'s, OA(24,k,2,3)'s for 6?k?11, OA(32,k,2,3)'s for 6?k?11, OA(40,k,2,3)'s for 6?k?10, OA(48,k,2,3)'s for 6?k?8, OA(56,k,2,3)'s, OA(80,k,2,4)'s, OA(112,k,2,4)'s, for k=6,7, OA(64,k,2,4)'s, OA(96,k,2,4)'s for k=7,8, and OA(144,k,2,4)'s for k=8,9. Further applications to classifying covering arrays with the minimum number of runs and packing arrays with the maximum number of runs are presented. 相似文献
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The enumeration of binary cyclic self-orthogonal codes of length 63 is used to prove that any cyclic quasi-symmetric 2-(63,15,35) design with block intersection numbers x=3 and y=7 is isomorphic to the geometric design having as blocks the three-dimensional subspaces in PG(5,2). 相似文献
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In this paper we study the class S of skew Dyck paths, i.e. of those lattice paths that are in the first quadrant, begin at the origin, end on the x-axis, consist of up steps U=(1,1), down steps D=(1,-1), and left steps L=(−1,-1), and such that up steps never overlap with left steps. In particular, we show that these paths are equinumerous with several other combinatorial objects, we describe some involutions on this class, and finally we consider several statistics on S. 相似文献
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Super-simple cyclic designs are useful on constructing codes and designs such as superimposed codes, perfect hash families and optical orthogonal codes with index two. In this paper, we show that there exists a super-simple cyclic (v,4,λ) for 7?v?41 and all admissible λ with two definite exceptions of (v,λ)=(9,3),(13,5) and one possible exception of (v,λ)=(39,18). Some useful algorithms are explained for computer search and new designs are displayed. 相似文献
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Consider the model where there are I independent multivariate normal treatment populations with p×1 mean vectors μi, i=1,…,I, and covariance matrix Σ. Independently the (I+1)st population corresponds to a control and it too is multivariate normal with mean vector μI+1 and covariance matrix Σ. Now consider the following two multiple testing problems. 相似文献
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We consider a linear regression model with regression parameter β=(β1,…,βp) and independent and identically N(0,σ2) distributed errors. Suppose that the parameter of interest is θ=aTβ where a is a specified vector. Define the parameter τ=cTβ-t where the vector c and the number t are specified and a and c are linearly independent. Also suppose that we have uncertain prior information that τ=0. We present a new frequentist 1-α confidence interval for θ that utilizes this prior information. We require this confidence interval to (a) have endpoints that are continuous functions of the data and (b) coincide with the standard 1-α confidence interval when the data strongly contradict this prior information. This interval is optimal in the sense that it has minimum weighted average expected length where the largest weight is given to this expected length when τ=0. This minimization leads to an interval that has the following desirable properties. This interval has expected length that (a) is relatively small when the prior information about τ is correct and (b) has a maximum value that is not too large. The following problem will be used to illustrate the application of this new confidence interval. Consider a 2×2 factorial experiment with 20 replicates. Suppose that the parameter of interest θ is a specified simple effect and that we have uncertain prior information that the two-factor interaction is zero. Our aim is to find a frequentist 0.95 confidence interval for θ that utilizes this prior information. 相似文献
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We consider m×m covariance matrices, Σ1 and Σ2, which satisfy Σ2-Σ1=Δ, where Δ has a specified rank. Maximum likelihood estimators of Σ1 and Σ2 are obtained when sample covariance matrices having Wishart distributions are available and rank(Δ) is known. The likelihood ratio statistic for a test about the value of rank(Δ) is also given and some properties of its null distribution are obtained. The methods developed in this paper are illustrated through an example. 相似文献
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Consider the nonparametric location-scale regression model Y=m(X)+σ(X)ε, where the error ε is independent of the covariate X, and m and σ are smooth but unknown functions. The pair (X,Y) is allowed to be subject to selection bias. We construct tests for the hypothesis that m(·) belongs to some parametric family of regression functions. The proposed tests compare the nonparametric maximum likelihood estimator (NPMLE) based on the residuals obtained under the assumed parametric model, with the NPMLE based on the residuals obtained without using the parametric model assumption. The asymptotic distribution of the test statistics is obtained. A bootstrap procedure is proposed to approximate the critical values of the tests. Finally, the finite sample performance of the proposed tests is studied in a simulation study, and the developed tests are applied on environmental data. 相似文献
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We consider the problem of estimating the mean θ of an Np(θ,Ip) distribution with squared error loss ∥δ−θ∥2 and under the constraint ∥θ∥≤m, for some constant m>0. Using Stein's identity to obtain unbiased estimates of risk, Karlin's sign change arguments, and conditional risk analysis, we compare the risk performance of truncated linear estimators with that of the maximum likelihood estimator δmle. We obtain for fixed (m,p) sufficient conditions for dominance. An asymptotic framework is developed, where we demonstrate that the truncated linear minimax estimator dominates δmle, and where we obtain simple and accurate measures of relative improvement in risk. Numerical evaluations illustrate the effectiveness of the asymptotic framework for approximating the risks for moderate or large values of p. 相似文献
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E-optimal designs for comparing three treatments in blocks of size three are identified, where intrablock observations are correlated according to a first order autoregressive error process with parameter ρ∈(0,1). For number of blocks b of the form b=3n+1, there are two distinct optimal designs depending on the value of ρ, with the best design being unequally replicated for large ρ. For other values of b, binary, equireplicate designs with specified within-block assignment patterns are best. In many cases, the stronger majorization optimality is established. 相似文献
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Joseph P.S. Kung Anna de Mier Xinyu Sun Catherine Yan 《Journal of statistical planning and inference》2009
We consider paths in the plane with (1,0), (0,1), and (a,b)-steps that start at the origin, end at height n, and stay strictly to the left of a given non-decreasing right boundary. We show that if the boundary is periodic and has slope at most b/a, then the ordinary generating function for the number of such paths ending at height n is algebraic. Our argument is in two parts. We use a simple combinatorial decomposition to obtain an Appell relation or “umbral” generating function, in which the power zn is replaced by a power series of the form znφn(z), where φn(0)=1. Then we convert (in an explicit way) the umbral generating function to an ordinary generating function by solving a system of linear equations and a polynomial equation. This conversion implies that the ordinary generating function is algebraic. We give several concrete examples, including an alternative way to solve the tennis ball problem. 相似文献
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A covering array CA(N;t,k,v) is an N×k array, in which in every N×t subarray, each of the vt possible t -tuples over v symbols occurs at least once. The parameter t is the strength of the array. Covering arrays have a wide range of applications for experimental screening designs, particularly for software interaction testing. A compact representation of certain covering arrays employs “permutation vectors” to encode vt×1 subarrays of the covering array so that a covering perfect hash family whose entries correspond to permutation vectors yields a covering array. We introduce a method for effective search for covering arrays of this type using tabu search. Using this technique, improved covering arrays of strength 3, 4 and 5 have been found, as well as the first arrays of strength 6 and 7 found by computational search. 相似文献
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In this paper, we study a random field U?(t,x) governed by some type of stochastic partial differential equations with an unknown parameter θ and a small noise ?. We construct an estimator of θ based on the continuous observation of N Fourier coefficients of U?(t,x), and prove the strong convergence and asymptotic normality of the estimator when the noise ? tends to zero. 相似文献
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For a random sample of size n from an absolutely continuous random vector (X,Y), let Yi:n be ith Y-order statistic and Y[j:n] be the Y-concomitant of Xj:n. We determine the joint pdf of Yi:n and Y[j:n] for all i,j=1 to n, and establish some symmetry properties of the joint distribution for symmetric populations. We discuss the uses of the joint distribution in the computation of moments and probabilities of various ranks for Y[j:n]. We also show how our results can be used to determine the expected cost of mismatch in broken bivariate samples and approximate the first two moments of the ratios of linear functions of Yi:n and Y[j:n]. For the bivariate normal case, we compute the expectations of the product of Yi:n and Y[i:n] for n=2 to 8 for selected values of the correlation coefficient and illustrate their uses. 相似文献