Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Exact Constrained Optimal Design

정확최적실험계획법

  • 김영일 (중앙대학교 정보시스템학과)
  • Published : 2009.03.30
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Abstract

It is very rare to conduct an experimental design with a single objective in mind. since we have uncertainties in model and its assumptions. Basically we have three approaches in literature to handle this problem, the mini-max, compound, constrained experimental design. Since Cook and Wong (1994) announced the equivalence between the compound and the constrained design, many constrained experimental design approaches have adopted the approximate design algorithm of compound experimental design. In this paper we attempt to modify the row-exchange algorithm under exact experimental design setting, not approximate experimental design one. This attempt will provide more realistic design setting for the field experiment. In this process we proposed another criterion on how to set the constrained experimental design. A graph to show the general issue of infeasibility, which occurs quite often in constrained experimental design, is suggested.

실험을 시행하는 경우 모형과 수반하는 가정들이 가지고 있는 불확실성 때문에 하나의 목적만 가지고 실험을 수행하는 경우는 거의 없다. 문헌에서는 이러한 문제를 해결하기 위한 3가지 방법이 존재한다. 최대-최소법, 복합실험법 그리고 제약실험법이 그것이다. 복합실험법과 제약실험법의 동격성이 Cook과 Wong(1994)의 논문에 의해 증명된 이래로 많은 수많은 제약실험법의 방법들이 제안되었지만 모두 복합실험법의 근사알고리즘에 기초하였다. 따라서 본 논문에서는 제약실험법하에서의 정확알고리즘을 제안하여 실제적인 실험환경하에서 도움을 주고자 하였다. 이러한 과정에서 본 논문에서는 다른 형태의 제약실험법의 형태를 제안하였으며 부산물로 비 타당성의 문제를 볼 수 있는 그림을 첨부하였다.

Keywords

References

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