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題名 當 k>v 之貝氏 A 式最適設計
Bayes A-Optimal Designs for Comparing Test Treatments with a Control When k>v
作者 楊玉韻
Yang, Yu Yun
貢獻者 丁兆平
Ting,Chao Ping
楊玉韻
Yang,Yu Yun
關鍵詞 集區設計
A式最適設計
貝氏實驗設計
BTB設計
強韌設計
近似最適設計
Block designs
A-optimal designs
Bayes experimental designs
BTB designs
robust designs
日期 1993
上傳時間 29-四月-2016 16:43:49 (UTC+8)
摘要 在工業、農業、或醫藥界的實驗中,經常必須拿數個不同的試驗處理(test treatments)和一個已使用過的對照處理(control treatment)比較。所謂的試驗處理可能是數組新的儀器、不同配方的新藥、或不同成份的肥料等。以實驗新藥為例,研藥者想決定是否能以新藥取代原來所使用的藥,故對v種新藥與原藥做比較,評估其藥效之差異。為了降低實驗中不必要的誤差以增加其準確性,集區設計成為實驗者常用的設計方法之一;又因A式最適設計是我們欲估計的對照處理效果(effect)與試驗處理效果之差異之估計值最小的設計,基於此良好的統計特性,我們選擇A式最適性為評判根據。古典的A式最適性並未將對照處理與試驗處理所具備的先前資訊(prior information)加以考慮,以上例而言,我們不可能對原來使用的藥一無所知,經由過去的實驗或臨床的反應,研藥者必已對其藥性有某種程度的了解,直觀上,這種過去經驗的累積,影響到實驗配置上,可能使對照處理的實驗次數減少,相對地可對試驗處理多做實驗,設計遂更具意義。因而本文考慮在k>v的情形下之貝式最適集區設計,對先前分配施以某種限制,依據準確設計理論(exact design theory),推導單項異種消除模型(one- way elimination of heterogeneity model)之下的貝氏A式最適設計與Γ- minimax最適設計,使Majumdar(1992)的結果能適用於完全集區設計。此種設計對先前分配具有強韌性,即當先前分配有所偏誤,且其誤差在某一範圍內時,此設計仍為最適設計或仍可維持所謂的高效度(high efficiency)。本文將列舉許多實例以說明此一特性。
     
     We consider the problem of comparing a set of v test treatments simultaneously with a control treatment when k>v. Following the work of Majumdar(1992), we use exact design theory to derive Bayes A-optimal designs and optimal Γ-minimax designs for the one-way elimination of heterogeneity model. These designs have the same properties as of Bayes A-optimal incomplete block designs. We also provide several examples of robust optimal designs and highly efficient designs.
參考文獻 Cheng.C.S. and Wu. C.F.(1980). Balanced Repeated Measurements Designs. The Annals of Statistics 8 1272-1283.
     Cheng.C.S.. Majumdar. D.. Stufken. J.. and Türe. T.E.(1988). Optimal steptype designs for comparing test treatments with a control. Journal of the American Statistical Association 83 477-482.
     Giovagnoli.A. and Verdinelli. I. (1983). Bayes D-optimal and E-optimal block desigus. Biometrika 70 695-706.
     Giovagnoli. A.and Verdinelli.I.(1985).Optimal block designs under a hierarchical linear model. In Bayesian Statistics 2 (J.M. Bernardo. M.H. DeGroot. D. V. Lindly and A.F.M.Smith.eds.) 655-662. North –Holland. Amsterdam.
     Hedayat. A.S.. Jacroux. M. and Majundar. D. (1988). Optimal designs for comparing test treatments with controls. Statistical Science 3 462-491.
     Jacroux.M.and Majumdar. D.(1989). Optimal block designs for comparing test treatments with a control when k > r. Journal of Statistical Planning and Inference 23 381-396.
     Majumdar. D. (1988). Optimal block designs for comparing new treatments with a standard treatment. In Optimal Design and Analysis of Experiments (Y. Dodge. V.V. Fedorov and H.P. Wynn. Eds.) 15-27.North –Holland. Amsterdam.
     Majumdar. D. (1992). Optimal designs for comparing test treatments with a control utilizing prior information. The Annals of Statistics 20 216-237.
     Majumdar. D. and Notz, W. I. (1983). Optimal incomplete block designs for comparing test treatments with a control. The Annals of Statistics 11 258-266.
     Owen R.J. (1970). The optimum design of a two-factor experiment using prior information. The Annals of Mathematical Statistics 41 1971-1934.
     Stufken. J.(1991). Bayesian optimal experimental design for treatment-control comparisous in the presence of two-way heterogeneity. Journal of Statistical Planning and Inference 27 51-63.
描述 碩士
國立政治大學
統計學系
G80354005
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002004192
資料類型 thesis
dc.contributor.advisor 丁兆平zh_TW
dc.contributor.advisor Ting,Chao Pingen_US
dc.contributor.author (作者) 楊玉韻zh_TW
dc.contributor.author (作者) Yang,Yu Yunen_US
dc.creator (作者) 楊玉韻zh_TW
dc.creator (作者) Yang, Yu Yunen_US
dc.date (日期) 1993en_US
dc.date.accessioned 29-四月-2016 16:43:49 (UTC+8)-
dc.date.available 29-四月-2016 16:43:49 (UTC+8)-
dc.date.issued (上傳時間) 29-四月-2016 16:43:49 (UTC+8)-
dc.identifier (其他 識別碼) B2002004192en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/89017-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計學系zh_TW
dc.description (描述) G80354005zh_TW
dc.description.abstract (摘要) 在工業、農業、或醫藥界的實驗中,經常必須拿數個不同的試驗處理(test treatments)和一個已使用過的對照處理(control treatment)比較。所謂的試驗處理可能是數組新的儀器、不同配方的新藥、或不同成份的肥料等。以實驗新藥為例,研藥者想決定是否能以新藥取代原來所使用的藥,故對v種新藥與原藥做比較,評估其藥效之差異。為了降低實驗中不必要的誤差以增加其準確性,集區設計成為實驗者常用的設計方法之一;又因A式最適設計是我們欲估計的對照處理效果(effect)與試驗處理效果之差異之估計值最小的設計,基於此良好的統計特性,我們選擇A式最適性為評判根據。古典的A式最適性並未將對照處理與試驗處理所具備的先前資訊(prior information)加以考慮,以上例而言,我們不可能對原來使用的藥一無所知,經由過去的實驗或臨床的反應,研藥者必已對其藥性有某種程度的了解,直觀上,這種過去經驗的累積,影響到實驗配置上,可能使對照處理的實驗次數減少,相對地可對試驗處理多做實驗,設計遂更具意義。因而本文考慮在k>v的情形下之貝式最適集區設計,對先前分配施以某種限制,依據準確設計理論(exact design theory),推導單項異種消除模型(one- way elimination of heterogeneity model)之下的貝氏A式最適設計與Γ- minimax最適設計,使Majumdar(1992)的結果能適用於完全集區設計。此種設計對先前分配具有強韌性,即當先前分配有所偏誤,且其誤差在某一範圍內時,此設計仍為最適設計或仍可維持所謂的高效度(high efficiency)。本文將列舉許多實例以說明此一特性。
     
     We consider the problem of comparing a set of v test treatments simultaneously with a control treatment when k>v. Following the work of Majumdar(1992), we use exact design theory to derive Bayes A-optimal designs and optimal Γ-minimax designs for the one-way elimination of heterogeneity model. These designs have the same properties as of Bayes A-optimal incomplete block designs. We also provide several examples of robust optimal designs and highly efficient designs.
zh_TW
dc.description.tableofcontents ACKNOWLEDGMENTS‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ii
     CONTENTS‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧iii
     LIST OF TABLES‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧iv
     ABSTRACT‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ vi
     
     SECTION                             PAGE
      1. INTRODUCTION‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 1
      2. PRELIMINARIES‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 5
      3. ORTIMAL DESIGNS‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 11
      4. ROBUSTNESS AND APPROXIMATION‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 19
      5. EXAMPLES‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 31
     
     REFERENCES‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ vii
zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002004192en_US
dc.subject (關鍵詞) 集區設計zh_TW
dc.subject (關鍵詞) A式最適設計zh_TW
dc.subject (關鍵詞) 貝氏實驗設計zh_TW
dc.subject (關鍵詞) BTB設計zh_TW
dc.subject (關鍵詞) 強韌設計zh_TW
dc.subject (關鍵詞) 近似最適設計zh_TW
dc.subject (關鍵詞) Block designsen_US
dc.subject (關鍵詞) A-optimal designsen_US
dc.subject (關鍵詞) Bayes experimental designsen_US
dc.subject (關鍵詞) BTB designsen_US
dc.subject (關鍵詞) robust designsen_US
dc.title (題名) 當 k>v 之貝氏 A 式最適設計zh_TW
dc.title (題名) Bayes A-Optimal Designs for Comparing Test Treatments with a Control When k>ven_US
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) Cheng.C.S. and Wu. C.F.(1980). Balanced Repeated Measurements Designs. The Annals of Statistics 8 1272-1283.
     Cheng.C.S.. Majumdar. D.. Stufken. J.. and Türe. T.E.(1988). Optimal steptype designs for comparing test treatments with a control. Journal of the American Statistical Association 83 477-482.
     Giovagnoli.A. and Verdinelli. I. (1983). Bayes D-optimal and E-optimal block desigus. Biometrika 70 695-706.
     Giovagnoli. A.and Verdinelli.I.(1985).Optimal block designs under a hierarchical linear model. In Bayesian Statistics 2 (J.M. Bernardo. M.H. DeGroot. D. V. Lindly and A.F.M.Smith.eds.) 655-662. North –Holland. Amsterdam.
     Hedayat. A.S.. Jacroux. M. and Majundar. D. (1988). Optimal designs for comparing test treatments with controls. Statistical Science 3 462-491.
     Jacroux.M.and Majumdar. D.(1989). Optimal block designs for comparing test treatments with a control when k > r. Journal of Statistical Planning and Inference 23 381-396.
     Majumdar. D. (1988). Optimal block designs for comparing new treatments with a standard treatment. In Optimal Design and Analysis of Experiments (Y. Dodge. V.V. Fedorov and H.P. Wynn. Eds.) 15-27.North –Holland. Amsterdam.
     Majumdar. D. (1992). Optimal designs for comparing test treatments with a control utilizing prior information. The Annals of Statistics 20 216-237.
     Majumdar. D. and Notz, W. I. (1983). Optimal incomplete block designs for comparing test treatments with a control. The Annals of Statistics 11 258-266.
     Owen R.J. (1970). The optimum design of a two-factor experiment using prior information. The Annals of Mathematical Statistics 41 1971-1934.
     Stufken. J.(1991). Bayesian optimal experimental design for treatment-control comparisous in the presence of two-way heterogeneity. Journal of Statistical Planning and Inference 27 51-63.
zh_TW