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A new extension strategy on three-level factorials under wrap-around L2-discrepancy
Authors:Tingxun Gou  Kashinath Chatterjee
Affiliation:1. Faculty of Mathematics and Statistics, Central China Normal University, Wuhan, China;2. Department of Statistics, Visva-Bharati University, Santiniketan, India
Abstract:Sequential experiment is an indispensable strategy and is applied immensely to various fields of science and engineering. In such experiments, it is desirable that a given design should retain the properties as much as possible when few runs are added to it. The designs based on sequential experiment strategy are called extended designs. In this paper, we have studied theoretical properties of such experimental strategies using uniformity measure. We have also derived a lower bound of extended designs under wrap-around L2-discrepancy measure. Moreover, we have provided an algorithm to construct uniform (or nearly uniform) extended designs. For ease of understanding, some examples are also presented and a lot of sequential strategies for a 27-run original design are tabulated for practice.
Keywords:Discrepancy  extended designs  lower bounds  uniformity.
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