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排序方式: 共有128条查询结果,搜索用时 15 毫秒
101.
This paper provides methods of obtaining Bayesian D-optimal Accelerated Life Test (ALT) plans for series systems with independent exponential component lives under the Type-I censoring scheme. Two different Bayesian D-optimality design criteria are considered. For both the criteria, first optimal designs for a given number of experimental points are found by solving a finite-dimensional constrained optimization problem. Next, the global optimality of such an ALT plan is ensured by applying the General Equivalence Theorem. A detailed sensitivity analysis is also carried out to investigate the effect of different planning inputs on the resulting optimal ALT plans. Furthermore, these Bayesian optimal plans are also compared with the corresponding (frequentist) locally D-optimal ALT plans. 相似文献
102.
《Omega》2014
Stochastic Data Envelopment Analysis (DEA) models have been introduced in the literature to assess the performance of operating entities with random input and output data. A stochastic DEA model with a reliability constraint is proposed in this study that maximizes the lower bound of an entity׳s efficiency score with some pre-selected probability. We define the concept of stochastic efficiency and develop a solution procedure. The economic interpretations of the stochastic efficiency index are presented when the inputs and outputs of each entity follow a multivariate joint normal distribution. 相似文献
103.
Luke Ondijo Ouma Michael J. Grayling Haiyan Zheng James Wason 《Pharmaceutical statistics》2021,20(6):990-1001
Umbrella trials are an innovative trial design where different treatments are matched with subtypes of a disease, with the matching typically based on a set of biomarkers. Consequently, when patients can be positive for more than one biomarker, they may be eligible for multiple treatment arms. In practice, different approaches could be applied to allocate patients who are positive for multiple biomarkers to treatments. However, to date there has been little exploration of how these approaches compare statistically. We conduct a simulation study to compare five approaches to handling treatment allocation in the presence of multiple biomarkers – equal randomisation; randomisation with fixed probability of allocation to control; Bayesian adaptive randomisation (BAR); constrained randomisation; and hierarchy of biomarkers. We evaluate these approaches under different scenarios in the context of a hypothetical phase II biomarker-guided umbrella trial. We define the pairings representing the pre-trial expectations on efficacy as linked pairs, and the other biomarker-treatment pairings as unlinked. The hierarchy and BAR approaches have the highest power to detect a treatment-biomarker linked interaction. However, the hierarchy procedure performs poorly if the pre-specified treatment-biomarker pairings are incorrect. The BAR method allocates a higher proportion of patients who are positive for multiple biomarkers to promising treatments when an unlinked interaction is present. In most scenarios, the constrained randomisation approach best balances allocation to all treatment arms. Pre-specification of an approach to deal with treatment allocation in the presence of multiple biomarkers is important, especially when overlapping subgroups are likely. 相似文献
104.
JOHN. A Cornell 《统计学通讯:理论与方法》2013,42(2):391-416
Many products are mixtures of several components (ingredient). Characteristics of the products such as the strength of steel, the efficacy of a chemical pesticide, or the viscosity of a liquid detergent, depend only on the relative proportions of the components in the mixture. Studying changes in a product' properties caused by varying the ingredient proportions is the objective of performing mixture experiments. The inherent restriction that the sum of the component proportions equal unity creates different design strategies than are usually employed with independent factors where factorial arrangements are quite common. Experimental designs for exploring the entire mixture simplex region as well as for exploring only a subregion of the simplex are presented. In those cases where four or more components are considered and a subregion is to be investigated, computer-aided designs are the rule rather than the exception. Design criterion based on the properties (variance and bias) of the prediction equation are mentioned briefly and some suggestions are made for future research in mixture experiments. 相似文献
105.
We derive the mean square error of an interval constrained least squares estimator (INCLS) for a regression model. We then show that the INCLS estimator dominates, in mean square error, the unconstrained least squares estimator provided the regression residuais are normally distri'iiuted and Ynat Yrie imposed coii- straint is satisfied or nearly satisfied. 相似文献
106.
In this paper we consider a linear model Y = Xβ+e with linear inequality constraints R'β≥r, where X and R are known and full column rank matrices. The closed form of the inequality constrained least squares (ICLS) estimator is given. We provide two examples which illustrate the use of this closed form in the computation of estimates. 相似文献
107.
WTO确立了最惠国待遇、国民待遇、透明度等原则。中国加入WTO有利于强化城建管理和城建监察执法,有利于学习外国先进经验,同时也面临着涉外管理、人才结构、实力竞争等问题。在加入WTO之前应做好完善城建管理立法、加强执法队伍建设、增强综合实力等准备工作。 相似文献
108.
A general approach to analysis of fixed effects models through a reparameterization of the cell means model is outlined. After applying a Q-op3rator, distribution theory for the model is developed. Methods of estimation and hypothesis testing are given and the exact form of each hypothesis is shown. The implementation of these results in a currently available computer package is discussed. 相似文献
109.
The design and development of the network infrastructure to support mission‐critical applications has become a critical and‐complex activity. This study explores the use of genetic algorithms (GA) for network design in the context of degree‐constrained minimal spanning tree (DCMST) problem; compares for small networks the performance of GA with a mathematical model that provides optimal solutions; and for larger networks, compares GA's performance with two heuristic methods—edge exchange and primal algorithm. Two performance measures, solution quality and computation time, are used for evaluation. The algorithms are evaluated on a wide variety of network sizes with both static and dynamic degree constraints on the network nodes. The results indicate that GA provides optimal solutions for small networks. For larger networks it provides better solution quality compared to edge exchange and primal method, but is worse than the two methods in computation time. 相似文献
110.
中国股票市场行业与地区效应分析 总被引:5,自引:0,他引:5
根据国家行业分类,参照地区的远近和经济发达程度,把中国股票市场的股票划分为21个行业、12个地区。依据中国股票市场从1995年7月到2001年6月的股票回报率月数据,利用约束回归分析法对回报率的行业和地区效应进行了横截面和时间序列分析,表明中国股票市场具有明显的行业和地区效应,并且行业效应大于地区效应。 相似文献