A-optimal designs for weighted polynomial regression

• Main Authors: Yang-Chan Su, 蘇暘展
• Other Authors: Fu-Chuen Chang
• Format: Others
• Language: en_US
• Published: 2005
• Online Access: http://ndltd.ncl.edu.tw/handle/77734004199641485545

碩士 === 國立中山大學 === 應用數學系研究所 === 93 === This paper is concerned with the problem of constructing A-optimal design for polynomial regression with analytic weight function on the interval [m-a,m+a]. It is shown that the structure of the optimal design depends on a and weight function only, as a close to 0. Moreover, if the weight function is an analytic function a, then a scaled version of optimal support points and weights is analytic functions of a at $a=0$. We make use of a Taylor expansion which coefficients can be determined recursively, for calculating the A-optimal designs.