AN EFFICIENT SEQUENTIAL DESIGN FOR SENSITIVITY EXPERIMENTS

doi:10.1016/S0252-9602(10)60044-6

数学物理学报(英文版) ›› 2010, Vol. 30 ›› Issue (1): 269-280.doi: 10.1016/S0252-9602(10)60044-6

AN EFFICIENT SEQUENTIAL DESIGN FOR SENSITIVITY EXPERIMENTS

田玉斌, 房永飞

Department of Mathematics, School of Science, Beijing Institute of Technology, Beijing 100081, China

收稿日期:2006-12-08 修回日期:2008-04-17 出版日期:2010-01-20 发布日期:2010-01-20

AN EFFICIENT SEQUENTIAL DESIGN FOR SENSITIVITY EXPERIMENTS

TIAN Yu-Bin, FANG Yong-Fei

Department of Mathematics, School of Science, Beijing Institute of Technology, Beijing 100081, China

Received:2006-12-08 Revised:2008-04-17 Online:2010-01-20 Published:2010-01-20

摘要/Abstract

摘要：

In sensitivity experiments, the response is binary and each experimental unit has a critical stimulus level that cannot be observed directly. It is often of interest to estimate extreme quantiles of the distribution of these
critical stimulus levels over the tested products. For this purpose a new sequential scheme is proposed with some commonly used models. By using the bootstrap repeated-sampling principle, reasonable prior
distributions based on a historic data set are specified. Then, a Bayesian strategy for the sequential procedure is provided and the estimator is given. Further, a high order approximation for such an estimator is explored and its consistency is proven. A simulation study shows that the proposed method gives superior performances over the existing methods.

关键词: sensitivity experiments, extreme quantiles, bootstrap principle, Bayesian strategy, sequential design

Abstract:

Key words: sensitivity experiments, extreme quantiles, bootstrap principle, Bayesian strategy, sequential design

中图分类号:

62L05

田玉斌, 房永飞. AN EFFICIENT SEQUENTIAL DESIGN FOR SENSITIVITY EXPERIMENTS[J]. 数学物理学报(英文版), 2010, 30(1): 269-280.

TIAN Yu-Bin, FANG Yong-Fei. AN EFFICIENT SEQUENTIAL DESIGN FOR SENSITIVITY EXPERIMENTS[J]. Acta mathematica scientia,Series B, 2010, 30(1): 269-280.

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AN EFFICIENT SEQUENTIAL DESIGN FOR SENSITIVITY EXPERIMENTS

AN EFFICIENT SEQUENTIAL DESIGN FOR SENSITIVITY EXPERIMENTS

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