Abstract
We consider mixture experiments in which the proportions of the components must be non-negative and their sum must equal one. Thus, the experimental region for a mixture of components is a simplex. Li and Zhang (2017) made the conjecture that the pseudo component transformation of the lattice points in the simplex has a special property. In this paper, we show that this conjecture is not true in general. Furthermore, we refine this conjecture and prove the refined conjecture.
1. Introduction
Mixture experiments are performed in many areas of product development and improvement (see, for example, [1,2]). In a mixture experiment, two or more ingredients (or components) are mixed or blended together in varying proportions to form an end product. In this experiment, the response is a function of the proportions of the components, i.e., the response depends only on the proportion of the components in the mixture and not on the total amount of the mixture. These proportions must be non-negative and their sum must equal one. The experimental region of a mixture experiment can usually be expressed as
where there are q components involved in the experiment, represents the proportion of the ith component in the total amount of the mixture, , and C’s are some other constraints for (see Liu and Liu [3]). Note that the conditions and , are the necessary conditions for a mixture experiment, but the conditions C’s are not necessary and can have any form according to the practical situation.
We will focus on the case when the mixture components are subject to the only constraint that they must sum to one. In this case, i.e., if is without constraints C’s, we will represent as , which is called a -dimensional simplex. The design of mixture experiments has been investigated by many authors. For the construction of mixture designs on , Scheffé [4] introduced the so-called simplex lattice design, which gives a uniformly spaced distribution of points (called lattice points) over the simplex. Let be the simplex lattice, which consists of lattice points in . Based on the method of Scheffé type design, Li and Zhang [5] extended it and defined a kind of design, named pseudo component transformation design. For and , let be a pseudo component transformation of . Li and Zhang [5] made the conjecture about and , where denotes the maximum (squared) distance. The formal definitions of , , and will be given in Section 2.
The maximum distance is one of the criteria proposed for measuring the uniformity of designs in experimental regions. In general, it is difficult to calculate the maximum distance in most practical problems. In this paper, we calculate and . By using the formulas for and , we prove that the conjecture of Li and Zhang [5] is not true in general. Furthermore, we refine this conjecture and prove the refined conjecture.
The simplex lattice designs have natural symmetric properties and are the most natural designs for mixture experiments. This paper investigates the uniformity of the design in experimental regions in relation to the pseudo component transformation of the simplex lattice design. The symmetric properties inherent in the simplex lattice designs and the pseudo component transformations of the designs are used in the proof of our results.
The paper is organized as follows. In Section 2, we describe the conjecture of Li and Zhang [5] in detail. In Section 3 and Section 4, we derive the formulas for and , respectively. By using these formulas, we refine the conjecture of Li and Zhang [5] in Section 5. Conclusions are given in Section 6.
2. Conjecture on the Pseudo Component Transformation
Recall that the -dimensional simplex, , is given by
As mentioned in the Introduction, Scheffé [4] introduced the simplex lattice design (for applications and extensions see Gorman and Hinman [6]). The simplex lattice, denoted by , is defined by
The number of points in is . Some simplex lattices for and 4 are depicted in Scheffé [4] and Cornell [1].
Let and be the transform parameter. For a given reference point , a pseudo component transformation of the experimental region A is defined by
refer to Li and Zhang [5]. Many criteria have been proposed for measuring the uniformity of designs in experimental regions; for example, the mean squared error proposed by Fang and Wang [7], root mean squared distance, maximum distance, and average distance discrepancies proposed by Borkowski and Piepel [8]. We will focus on the maximum distance, which is defined below. Suppose denotes a design composed of n points in the simplex , where , . The distance between a point and the design is defined as
where . Then the maximum (squared) distance is defined as
In general, for , the maximum distance is defined as
where with . Specifically,
Li and Zhang [5] made the following conjecture on the pseudo component transformation of the lattice points in the simplex.
Conjecture 1.
Let be the reference point in the simplex . Then,
- (i)
- ;
- (ii)
- .
As mentioned before, it is difficult in general to calculate the maximum distance in most practical problems. In the following two sections, we derive the formulas for and , respectively. We prove that Conjecture 1 is true for some special cases. Furthermore, we refine this conjecture and prove the refined conjecture.
Remark 1.
The original statement of the first part of Conjecture 1 in Li and Zhang [5] is
3. Derivation of the Formula for
In this section, we derive the formula for , the maximum distance between any point in and the design point of nearest to , as shown below in Theorem 1. The proof is given at the end of this section.
Theorem 1.
is given by
where .
Before proving Theorem 1, we define a dense subset of and a function . Let
Note that is a dense subset of and can also be expressed as
For and , let
Then is nondecreasing in r, piecewise constant in r with jump sizes being all , and right-continuous in r.
Since , there exists such that . For , define
and . Note that , , is well-defined. This can be verified as follows: If and , then , and
Therefore, , .
The following lemma shows that for , is the nearest point in from . Although this lemma is not directly used in the proof of Theorem 1, it is included for completeness.
Lemma 1.
For ,
Proof.
Let be a point in such that . First, we show
Suppose , and . Let
Then, and , which is a contradiction. Hence, (3) is proved.
Next, we show
If for some i, then we can choose j such that . Let
To prove Theorem 1, we need the following two lemmas. The first lemma is used in the proof of the second lemma. The second lemma is used in the proof of Theorem 1.
Lemma 2.
For , let
Then .
Proof.
Note that is convex and compact. Since is a convex function of , there exists an extreme point of such that . If is a nonzero extreme point of , then (i) or for all , (ii) or for all , and (iii) . Suppose that is a nonzero extreme point of . Let be the number of positive components of and let be the number of negative components of . Then and . Hence,
Note that is an extreme point with . Therefore, , which completes the proof. □
Lemma 3.
For ,
Proof.
For , let . Since and , there exists a permutation on such that , where l is the number of i’s with . By Lemma 2,
Note that for some . Since , we have . Hence, . Therefore, (5) implies the assertion of the lemma. □
Now, we can prove Theorem 1.
Proof of Theorem 1.
By Lemma 3, if , then
Since is dense in and is continuous in on ,
For simplicity, we will write as p for the remainder of this proof. Let . Then there exists with such that
Here and subsequently, is the q-dimensional vector whose i-th element is one and all the other elements are zero. Let . We will show
Since for all , we first show . If , then . Hence, . Thus, there exists j such that , i.e., . Then,
which is a contradiction. Therefore, . Next, we show for all . If for all j, then , which is a contradiction to . Therefore, for some j. Suppose for some i. Then
Since , and and are integers, we have and . Thus, the right-hand side of (7) is strictly positive, which is a contradiction. Hence, for all . Therefore, (6) is proved.
Therefore, . □
4. Derivation for the Formula of
In this section, we derive the formula for , the maximum distance between any point in and the design point of nearest to . Note that
where
Hence, in order to obtain the formula for , we have to find the expressions for and . To do this, we need the following three lemmas. The first lemma is for , while the other two lemmas are for .
Lemma 4.
We have
Proof.
Note that
Since , we obtain the lemma by Theorem 1. □
Lemma 5.
Let . Then,
Proof.
Let . We will show that there exists such that
Since , for some i. Without loss of generality, we may assume . Let
Then, . For any ,
Since the q-th component of is zero and the sum of all components is also zero, we have
Therefore,
Lemma 6.
We have
Proof.
First, we prove by induction on q that
For ,
Since the right-hand side of (11) for is , (11) holds for . Consider . Suppose that
holds for . Let be arbitrary. The proof of (11) is complete if we show
by Lemma 5. Let l be the number of j’s such that . If , then , which is a contradiction. Hence, . We also have , since . Hence, . Without loss of generality, we assume
Let . Note that if , then , where . Here and subsequently, and denote the k-dimensional vectors with all components equal to 0 and 1, respectively. Then,
where . Note that , where the inequality between the vectors must be interpreted componentwise. Let
Then, (13) becomes
Note that , and . We investigate in (15). If , then
If we substitute this into (15), then we obtain
where satisfies , i.e., and the last inequality follows from (8). Now, we get an upper bound of the right-hand side of (16). Note that by (14) and for . Hence,
On the other hand,
where the first equality follows from the induction hypothesis. Since and for , we obtain
It can be easily checked that
Hence, (18) becomes
Next, we prove
Suppose and . For , we will show
Let , where
If and for some , then there exists such that . Let
Then . Hence,
where . Let . Then,
where with
If and for some , then
This can be proved as follows: Since for some , there are two cases to consider: (i) for some and for some , and (ii) for some and for all . In case (i), if we let
then . In case (ii), and if we let
then . Hence, (24) holds if for some . Therefore, (23) becomes
where . For , let be the number of j’s such that , . Then and
Hence,
where the second equality follows from the fact that the function in the braces takes the minimum at . Hence, by (25), we obtain
In summary, (8) together with Lemmas 4 and 6 give the formula for , as shown below in Theorem 2.
Theorem 2.
is given by
where
5. Refinement of the Conjecture
In this section, we refine Conjecture 1 by using the formulas for and given in Theorems 1 and 2, respectively. For convenience, we repeat the theorems here:
where
with .
Let
Then, for ,
Note that . The following lemma gives another expression for , which will be used in the proof of Theorem 3.
Lemma 7.
If and , then
Proof.
We divide the proof into two cases: and . First, we consider the case of . Note that
Hence,
Note that and . Since , we have . Thus,
Since , . Then,
Hence
Note that for ,
is increasing in l. Hence
which is the desired result.
Next, we consider the case of . Note that
Since , we have
Note that
Finally, we have the following theorem, which is a refinement of Conjecture 1.
Theorem 3.
has a minimum at , where . Furthermore,
Moreover,
Proof.
When , and . Since is strictly increasing in and is strictly decreasing in , has a minimum at . Note that and when . Thus, the theorem holds when .
Assume . By Lemma 7, for ,
We will show that for . Note that
If , then . In this case, (29) becomes
since . Next, suppose . We divide the proof into two cases, according to whether q is even or q is odd. If q is even, then and . In this case, (29) becomes
where the third inequality follows from . If q is odd, then . In this case, (29) becomes
where the second inequality follows from . Hence, for , . Therefore, for ,
Since and , we have
Since is strictly increasing in ,
Since is strictly decreasing in ,
Remark 2.
Conjecture 1(i) says that has a minimum at . Therefore, Conjecture 1(i) is true when , i.e., when either or . Conjecture 1(ii) says that
However, note from our results that
6. Conclusions
This paper is inspired by the conjecture, made by Li and Zhang [5], on the pseudo component transformation of the lattice points in the simplex. Specifically, they made the conjecture that the two maximum distances and have a special property. In general, it is difficult to calculate the maximum distance in most practical problems. We have derived the formulas for and . By using these formulas, we have shown that the conjecture of Li and Zhang [5] is not true in general. We have also refined the conjecture of Li and Zhang [5] and have proved the refined conjecture.
Author Contributions
Conceptualization, B.K. and J.K.; investigation, B.K. and J.K.; methodology, B.K. and J.K.; writing-original draft preparation, J.K.; writing-review and editing, B.K. and J.K. All authors have read and agreed to the published version of the manuscript.
Funding
B. Kim’s research was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIT) (No. 2020R1A2B5B01001864). J. Kim’s research was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIT) (No. 2020R1F1A1A01065568) and was conducted during the research year of Chungbuk National University in 2020.
Conflicts of Interest
The authors declare no conflict of interest.
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