D-optimal chemical balance weighing designs with autoregressive errors

Abstract

In this paper, we consider the estimation problem of individual weights of three objects. For the estimation we use the chemical balance weighing design and the criterion of D-optimality. We assume that the error terms $${\varepsilon_{i},\ i=1,2,\dots,n,}$$ are a first-order autoregressive process. This assumption implies that the covariance matrix of errors depends on the known parameter ρ. We present the chemical balance weighing design matrix $${\widetilde{\bf X}}$$ and we prove that this design is D-optimal in certain classes of designs for $${\rho\in[0,1)}$$ and it is also D-optimal in the class of designs with the design matrix $${{\bf X} \in M_{n\times 3}(\pm 1)}$$ for some ρ ≥ 0. We prove also the necessary and sufficient conditions under which the design is D-optimal in the class of designs $${M_{n\times 3}(\pm 1)}$$ , if $${\rho\in[0,1/(n-2))}$$ . We present also the matrix of the D-optimal factorial design with 3 two-level factors.