| 研究生: |
楊玉韻 Yang,Yu Yun |
|---|---|
| 論文名稱: |
當 k>v 之貝氏 A 式最適設計 Bayes A-Optimal Designs for Comparing Test Treatments with a Control When k>v |
| 指導教授: |
丁兆平
Ting,Chao Ping |
| 學位類別: |
碩士
Master |
| 系所名稱: |
商學院 - 統計學系 Department of Statistics |
| 論文出版年: | 1993 |
| 畢業學年度: | 81 |
| 語文別: | 英文 |
| 論文頁數: | 57 |
| 中文關鍵詞: | 集區設計 、A式最適設計 、貝氏實驗設計 、BTB設計 、強韌設計 、近似最適設計 |
| 外文關鍵詞: | A-optimal designs, Bayes experimental designs, BTB designs, robust designs |
| 相關次數: | 點閱:84 下載:0 |
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在工業、農業、或醫藥界的實驗中,經常必須拿數個不同的試驗處理
(test treatments)和一個已使用過的對照處理(control treatment)比較
。所謂的試驗處理可能是數組新的儀器、不同配方的新藥、或不同成份的
肥料等。以實驗新藥為例,研藥者想決定是否能以新藥取代原來所使用的
藥,故對v種新藥與原藥做比較,評估其藥效之差異。為了降低實驗中不
必要的誤差以增加其準確性,集區設計成為實驗者常用的設計方法之一;
又因A式最適設計是我們欲估計的對照處理效果(effect)與試驗處理效果
之差異之估計值最小的設計,基於此良好的統計特性,我們選擇A式最適
性為評判根據。古典的A式最適性並未將對照處理與試驗處理所具備的先
前資訊(prior information)加以考慮,以上例而言,我們不可能對原來
使用的藥一無所知,經由過去的實驗或臨床的反應,研藥者必已對其藥性
有某種程度的了解,直觀上,這種過去經驗的累積,影響到實驗配置上,
可能使對照處理的實驗次數減少,相對地可對試驗處理多做實驗,設計遂
更具意義。因而本文考慮在k>v的情形下之貝式最適集區設計,對先前分
配施以某種限制,依據準確設計理論(exact design theory),推導單項
異種消除模型(one- way elimination of heterogeneity model)之下的
貝氏A式最適設計與Γ- minimax最適設計,使Majumdar(1992)的結果能適
用於完全集區設計。此種設計對先前分配具有強韌性,即當先前分配有所
偏誤,且其誤差在某一範圍內時,此設計仍為最適設計或仍可維持所謂的
高效度(high efficiency)。本文將列舉許多實例以說明此一特性。
We consider the problem of comparing a set of v test treatments
simultaneously with a control treatment when k>v. Following the
work of Majumdar(1992), we use exact design theory to derive
Bayes A-optimal designs and optimal Γ-minimax designs for the
one-way elimination of heterogeneity model. These designs have
the same properties as of Bayes A-optimal incomplete block
designs. We also provide several examples of robust optimal
designs and highly efficient designs.
ACKNOWLEDGMENTS‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ii
CONTENTS‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧iii
LIST OF TABLES‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧iv
ABSTRACT‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ vi
SECTION PAGE
1. INTRODUCTION‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 1
2. PRELIMINARIES‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 5
3. ORTIMAL DESIGNS‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 11
4. ROBUSTNESS AND APPROXIMATION‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 19
5. EXAMPLES‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 31
REFERENCES‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ vii
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Cheng.C.S.. Majumdar. D.. Stufken. J.. and Türe. T.E.(1988). Optimal steptype designs for comparing test treatments with a control. Journal of the American Statistical Association 83 477-482.
Giovagnoli.A. and Verdinelli. I. (1983). Bayes D-optimal and E-optimal block desigus. Biometrika 70 695-706.
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Hedayat. A.S.. Jacroux. M. and Majundar. D. (1988). Optimal designs for comparing test treatments with controls. Statistical Science 3 462-491.
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Majumdar. D. (1988). Optimal block designs for comparing new treatments with a standard treatment. In Optimal Design and Analysis of Experiments (Y. Dodge. V.V. Fedorov and H.P. Wynn. Eds.) 15-27.North –Holland. Amsterdam.
Majumdar. D. (1992). Optimal designs for comparing test treatments with a control utilizing prior information. The Annals of Statistics 20 216-237.
Majumdar. D. and Notz, W. I. (1983). Optimal incomplete block designs for comparing test treatments with a control. The Annals of Statistics 11 258-266.
Owen R.J. (1970). The optimum design of a two-factor experiment using prior information. The Annals of Mathematical Statistics 41 1971-1934.
Stufken. J.(1991). Bayesian optimal experimental design for treatment-control comparisous in the presence of two-way heterogeneity. Journal of Statistical Planning and Inference 27 51-63.
(限達賢圖書館四樓資訊教室A單機使用)