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Article information
2020 , Volume 25, ¹ 3, p.130-141
Timofeev V.S., Khailenko E.A.
Synthesis of optimal experiment designs under the conditions of Generalized Lambda-distribution of errors for models with errors in variables
The problem of experimental design under conditions of errors in the explanatory variables is considered. The proposition of the method for calculating the Fisher information matrix elements using the Generalized Lambda-distribution is formulated and proved, the consequence of the method for calculating the efficiency function of the experimental design is proved. This method of calculating the Fisher information matrix takes into account the heterogeneity of the errors in random distribution throughout the planning area. In this paper, studies of the synthesis of optimal experimental designs using proven proposition and consequence under various conditions of computational experiments are presented. The results of calculating the efficiency function using the obtained relation and using the known relation for the normal distribution of errors are compared, it is found that the results coincide. Optimal experimental designs are constructed for various distributions of random components. The results of the synthesis of optimal experimental design showed that when function of efficiency is constant throughout the planning area then the optimal experimental design is equilibrium plan. When there are differences in the values of the efficiency function in the planning area, the optimal plan ceases to be equilibrium
[full text] [link to elibrary.ru]
Keywords: regression dependencies, models with errors in explanatory variables, generalized lambda distribution, experimental design, Fisher information matrix
doi: 10.25743/ICT.2020.25.3.014
Author(s):
Timofeev Vladimir Semenovitch
Dr. , Associate Professor
Position: Professor
Office: Novosibirsk State Technical University
Address: Russia, Novosibirsk, Marx avenue, 20
Phone Office: (383) 346-31-72
E-mail: v.timofeev@corp.nstu.ru
Khailenko Ekaterina Alekseevna
PhD. , Associate Professor
Office: Novosibirsk State Technical University
Address: 630073, Russia, Novosibirsk, K.Marx avenue 20
E-mail: xajlenko@corp.nstu.ru
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Bibliography link:
Timofeev V.S., Khailenko E.A. Synthesis of optimal experiment designs under the conditions of Generalized Lambda-distribution of errors for models with errors in variables // Computational technologies. 2020. V. 25. ¹ 3. P. 130-141
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