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JOURNALS // Journal of the Belarusian State University. Mathematics and Informatics // Archive

Journal of the Belarusian State University. Mathematics and Informatics, 2019 Volume 2, Pages 27–33 (Mi bgumi93)

This article is cited in 2 papers

Theory of probability and Mathematical statistics

Construction $D$-optimal designs of experiments for linear multiple regression with heteroscedastic observations

V. P. Kirlitsa

Belarusian State University, 4 Niezaliežnasci Avenue, Minsk 220030, Belarus

Abstract: In article the problem of construction exact $D$-optimal designs of experiments for linear multiple regression in a case when variance of errors of observations depend on a point in which is made is investigated. Class of functions which describe change variance of heteroscedastic observations is defined for which it is possible construct $D$-optimal continues designs of experiments. For linear multiple regression with three factors it is constructed five different types of $D$-optimal continues designs of experiments with heteroscedastic observations. For each of these types the own class of functions describing change variance of observations is defined.

Keywords: exact $D$-optimal designs of experiments; linear multiple regressions; homoscedastic observations; heteroscedastic observations; saturated optimal designs.

UDC: 519.4

Received: 22.02.2019

DOI: 10.33581/2520-6508-2019-2-27-33



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