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Experimental design in a class of models

 

作者: Elisabeth Läuter,  

 

期刊: Mathematische Operationsforschung und Statistik  (Taylor Available online 1974)
卷期: Volume 5, issue 4-5  

页码: 379-398

 

ISSN:0047-6277

 

年代: 1974

 

DOI:10.1080/02331887408801175

 

出版商: Akademie-Verlag

 

数据来源: Taylor

 

摘要:

Let there be a setFof mathematical modelsLm(x) for the description of the depend once of a real random variabley(x) on, wheremis an element of a subscript setMwhich may be continuous. Let. We suppose that the models are linearly dependent on the parameters. The observation errors ε(x) may be uncorrelated for different measurements, and. The problem is to find an experimental design which enables us to find the best possible estimate of the parameters for all models ofF. Therefore the following criteria are used: For a measureQ,on a σ algebra ofMwe consider the functionalsandwhereis the determinant of the information matrix of the modelLmfor the continuous design ξ. Properties of designs maximizingC(ξ) andS(ξ) are given. For instance a minimax property, and iterative computing procedures forCandS-optimal estimation and discrimination problems can be treated using the given method. A relationship to the results of S.M. STIGLER (1971) and A.C. ATKINSON (1972) is also indicated.

 

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