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An Arcsin Limit Theorem of D-Optimal Designs for Weighted Polynomial Regression

Consider the D-optimal designs for the dth-degree polynomial regression model with a bounded and positive weight function on a compact interval. As the degree of the model goes to infinity, we show that the D-optimal design converges weakly to the arcsin distribution. If the weight function is equal to 1, we derive the formulae of the values of the D-criterion for five classes of designs including (i) uniform density design; (ii) arcsin density design; (iii) J_{1/2,1/2} density design; (iv) arcsin support design and (v) uniform support design. The comparison of D-efficiencies among these designs are investigated; besides, the asymptotic expansions and limits of their D-efficiencies are also given. It shows that the D-efficiency of the arcsin support design is the highest among the first four designs.

Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0610109-210932
Date10 June 2009
CreatorsTsai, Jhong-Shin
ContributorsMong-Na Lo Huang, Fu-Chuen Chang, Mei-Hui Guo
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageEnglish
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0610109-210932
Rightswithheld, Copyright information available at source archive

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