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Theory of probability and Mathematical statistics
$D$- and $A$-optimal designs of experiments for trigonometric regression with heteroscedastic observations
V. P. Kirlitsa Belarusian State University, 4 Niezaliezhnasci Avenue, Minsk 220030, Belarus
Abstract:
Herein for the regression function $y(x)=\theta_{1}+\displaystyle\sum_{s=1}^{k}(\theta_{2s}\cos{sx}+\theta_{2s+1} \sin{sx})$, representing a trigonometrical sum of an $k$, order, we constructed continuous $D$- and $A$-optimal designs of experiments
$\varepsilon_{n}^{0}= \begin{Bmatrix} x_{1}^{0},\dots, x_{n}^{0}\\ \frac{1}{n},\dots, \frac{1}{n} \end{Bmatrix}$ with points of a spectrum $x_{i}^{0}=\frac{2\pi(i-1)}{n}+ \varphi, i=\overline{1,n}, n\geq 2k+1$, where $\varphi$ -is an arbitrary angle $(\varphi\geq 0)$ for which the determinant of the information matrix of the experiment design is not equal to zero. These designs of experiments are constructed for heteroscedastic observations with variances $\mathrm d (x)\geq \sigma^{2}, \mathrm d (x_{i}^{0})= \sigma^{2}, \sigma\neq 0,i=\overline{1,n}$. For a special case of the considered regression function $(k=1)$ we constructed the saturated designs of experiments for
observations with unequal accuracy and dispersions accepting various values in the points of a spectrum of such plans.
Keywords:
continuous $D$- and $A$-optimal designs of experiments; trigonometric regression; homoscedastic observations; heteroscedastic observations.
Received: 22.05.2023 Revised: 02.06.2023 Accepted: 05.06.2023
Citation:
V. P. Kirlitsa, “$D$- and $A$-optimal designs of experiments for trigonometric regression with heteroscedastic observations”, Journal of the Belarusian State University. Mathematics and Informatics, 2 (2023), 35–44
Linking options:
https://www.mathnet.ru/eng/bgumi429 https://www.mathnet.ru/eng/bgumi/v2/p35
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Abstract page: | 36 | Full-text PDF : | 11 | References: | 12 |
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