ON THE EQUIVALENCE OF CONSTRAINED AND COMPOUND OPTIMAL DESIGNS

被引：129

作者：

COOK, RD ^{[1
]}

WONG, WK ^{[1
]}

机构：

[1] UNIV CALIF LOS ANGELES,DEPT BIOSTAT,LOS ANGELES,CA 90024

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1994年 / 89卷 / 426期

关键词：

D OPTIMALITY; EFFICIENCY; INFORMATION MATRIX; LARGE SAMPLE DESIGN;

D O I：

10.2307/2290872

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Constrained and compound optimal designs represent two well-known methods for dealing with multiple objectives in optimal design as reflected by two functionals phi1 and phi2 on the space of information matrices. A constrained optimal design is constructed by optimizing phi2 subject to a constraint on phi1, and a compound design is found by optimizing a weighted average of the functionals phi = lambdaphi1 + (1 - lambda)phi2, 0 less-than-or-equal-to lambda less-than-or-equal-to 1. We Show that these two approaches to handling multiple objectives are equivalent.

引用

页码：687 / 692

页数：6

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