On the equivalence of constrained and compound optimal designs

R. Dennis Cook, Weng Kee Wong

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141 引文 斯高帕斯(Scopus)

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 ϕ1 and ϕ2 on the space of information matrices. A constrained optimal design is constructed by optimizing ϕ2 subject to a constraint on ϕ1, and a compound design is found by optimizing a weighted average of the functionals ϕ = λϕ1 + (1 - λ) ϕ2, 0 ≤ λ ≤ 1. We show that these two approaches to handling multiple objectives are equivalent.

原文English
頁(從 - 到)687-692
頁數6
期刊Journal of the American Statistical Association
89
發行號426
DOIs
出版狀態Published - 1994 6月

All Science Journal Classification (ASJC) codes

  • 統計與概率
  • 統計、概率和不確定性

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