A note on D-optimal chemical balance weighing designs with autocorrelated observations

In this paper, D-optimal chemical balance weighing designs with three objects are considered. The error terms are assumed to form a first-order autoregressive process, which implies that the covariance matrix of the vector of errors depends on the known parameter ρ . It is shown that the designs con...

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Bibliographic Details
Published in:Statistical papers (Berlin, Germany) Germany), 2016-09, Vol.57 (3), p.721-730
Main Author: Smaga, Ukasz
Format: Article
Language:English
Subjects:
Autoregressive processes
Chemical balances
Design optimization
Design parameters
Economic Theory/Quantitative Economics/Mathematical Methods
Economics
Errors
Finance
Insurance
Management
Mathematical models
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Parameters
Probability Theory and Stochastic Processes
Regular Article
Statistical methods
Statistics
Statistics for Business
Studies
Texts
Weighing
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Summary:In this paper, D-optimal chemical balance weighing designs with three objects are considered. The error terms are assumed to form a first-order autoregressive process, which implies that the covariance matrix of the vector of errors depends on the known parameter ρ . It is shown that the designs constructed by Katulska and Smaga (Metrika 76:393–407, 2013 ) are still D-optimal weighing designs with three objects under a wider interval of possible values for parameter ρ than that considered in that paper. Those designs are also proved to be highly D-efficient designs, when D-optimal design is not known.
ISSN:0932-5026
1613-9798
DOI:10.1007/s00362-015-0676-0