Displaying similar documents to “An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios”

Automated CFD Analysis for the Investigation of Flight Handling Qualities

M. Ghoreyshi, K. J. Badcock, A. Da Ronch, D. Vallespin, A. Rizzi (2011)

Mathematical Modelling of Natural Phenomena

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Physics based simulation is widely seen as a way of increasing the information about aircraft designs earlier in their definition, thus helping with the avoidance of unanticipated problems as the design is refined. This paper reports on an effort to assess the automated use of computational fluid dynamics level aerodynamics for the development of tables for flight dynamics analysis at the conceptual stage. These tables are then used to...

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...

The comparison of three models applied to the analysis of a three-factor trial on hybrid maize (Zea maysL.) cultivars

Piotr Szulc, Iwona Mejza, Katarzyna Ambroży-Deręgowska, Kamila Nowosad, Jan Bocianowski (2016)

Biometrical Letters

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The aim of this paper is to present the comparison of three models applied to the analysis of a one-year study of protein yield for two types of hybrid maize cultivars under different forms of nitrogen fertilizer and doses of magnesium. The field trial was conducted in 2010 at the Agricultural Experimental Station in Swadzim (Poland). The results obtained were analyzed in terms of three randomization-derived models of observations. Consideration was given to three mixed systems, which...

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...

Factorial experimental designs and generalized linear models.

Simplice Dossou-Gbété, Walter Tinsson (2005)

SORT

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This paper deals with experimental designs adapted to a generalized linear model. We introduce a special link function for which the orthogonality of design matrix obtained under Gaussian assumption is preserved. We investigate by simulation some of its properties.

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J. López-Fidalgo (2009)

Boletín de Estadística e Investigación Operativa. BEIO

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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.