Optimal design for an inverse Gaussian regression model
Let \(Y_ 1,Y_ 2,...,Y_ n\) be n independent random variables following inverse Gaussian distribution such that \(Y_ i\sim IG(\theta_ i,\lambda)\), where \(\theta_ i^{-1}=\beta 'x_ i\). Let \(\psi =(\beta ',\lambda)'\) and \(\Sigma\) be the dispersion matrix of the maximum likelihood estimator of \(\psi\). With \(x\in [0,1]\), a D-optimal design corresponds to an allocation of the n design points \(x_ 1,x_ 2,...,x_ n\) which maximizes a specified approximation of the determinant of \(\Sigma\) and is shown to be a two point design with \(n_ 0\) trials at \(x=0\) and \(n-n_ 0\) trials at \(x=1\), where \(n_ 0=n/2\) if n is even, and \(n_ 0=(n-1)/2\) or \((n+1)/2\) if n is odd.
- Optimal experimental designs for inverse quadratic regression models
- scientific article; zbMATH DE number 150207
- D-optimal designs for generalised linear models with variance proportional to the square of the mean
- Optimal designs for generalized linear models
- Asymptotics and bootstrap for inverse Gaussian regression
- Analysis of Two-Factor Experiments Under an Inverse Gaussian Model
- Fatigue Failure Models ߝ Birnbaum-Saunders vs. Inverse Gaussian
- First-Passage Time Distribution of Brownian Motion as a Reliability Model
- scientific article; zbMATH DE number 3874435 (Why is no real title available?)
- scientific article; zbMATH DE number 3976165 (Why is no real title available?)
- Statistical Properties of Inverse Gaussian Distributions. I
This page was built for publication: Optimal design for an inverse Gaussian regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1087280)
