Articles

AN EFFICIENT SEQUENTIAL DESIGN FOR SENSITIVITY EXPERIMENTS

  • TIAN Yu-Bin ,
  • FANG Yong-Fei
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  • Department of Mathematics, School of Science, Beijing Institute of Technology, Beijing 100081, China

Received date: 2006-12-08

  Revised date: 2008-04-17

  Online published: 2010-01-20

Abstract

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.

Cite this article

TIAN Yu-Bin , FANG Yong-Fei . AN EFFICIENT SEQUENTIAL DESIGN FOR SENSITIVITY EXPERIMENTS[J]. Acta mathematica scientia, Series B, 2010 , 30(1) : 269 -280 . DOI: 10.1016/S0252-9602(10)60044-6

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