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Displaying similar documents to “Information contained in design points of experiments with correlated observations”

Strange Design Points in Linear Regression

Andrej Pázman (2011)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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We discuss, partly on examples, several intuitively unexpected results in a standard linear regression model. We demonstrate that direct observations of the regression curve at a given point can not be substituted by observations at two very close neighboring points. On the opposite, we show that observations at two distant design points improve the variance of the estimator. In an experiment with correlated observations we show somewhat unexpected conditions under which a design point...

An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios

Guojun Gan, Emiliano A. Valdez (2016)

Dependence Modeling

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Variable annuities contain complex guarantees, whose fair market value cannot be calculated in closed form. To value the guarantees, insurance companies rely heavily on Monte Carlo simulation, which is extremely computationally demanding for large portfolios of variable annuity policies. Metamodeling approaches have been proposed to address these computational issues. An important step of metamodeling approaches is the experimental design that selects a small number of representative...

Some applications of weighing designs

Małgorzata Graczyk (2013)

Biometrical Letters

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The purpose of this paper is to apply results on weighing designs to the setting of 2m factorial designs. Using weighing designs, we give some proposals for experimental plans. Relevant counterexamples are indicated. Also the results of a simulation study on the existence of weighing designs are presented.

A comparison between the continual reassessment method andD-optimum design for dose finding in phase I clinical trials

M. Iftakhar Alam (2016)

Biometrical Letters

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The continual reassessment method is a model-based procedure, described in the literature, used to determine the maximum tolerated dose in phase I clinical trials. The maximum tolerated dose can also be found under the framework of D-optimum design, where information is gathered in such a way so that asymptotic variability in the parameter estimates in minimised. This paper investigates the two methods under some realistic settings to explore any potential differences between them. Simulation...

Efficiency of cropping system designs via base contrast

U. Bronowicka-Mielniczuk, J. Mielniczuk, T. Przybysz (2000)

Applicationes Mathematicae

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The present article is a continuation of previous papers by the same authors devoted to the efficiency of crop rotation experiments. We focus on plans distinguished by the cyclical pattern of the incidence matrix. For practical reasons, we slightly modify the efficiency coefficient. The relation between the resulting efficiency coefficients is examined. In addition, we provide a background material on crop rotation experiments.