ENGLISH

Optimal Design of Experiments (Classics in Applied Mathematics)

By Friedrich Pukelsheim

Book information

Publisher
Society for Industrial and Applied Mathematic - SIAM
Year
2006
ISBN
0898716047, 9780898716047
LCC
QA279 .P85 2006
Google Books ID
MyB3Cy0Tl7oC
Open Library ID
OL3431013M
Language
english
Format
PDF
Filesize
45 MB (47598765 bytes)
Series
Classics in applied mathematics volume 50
Pages
487\487
Orientation
yes
Scanned
yes
Time added
2012-03-09 12:00:00

Description

Optimal Design of Experiments offers a rare blend of linear algebra, convex analysis, and statistics. The optimal design for statistical experiments is first formulated as a concave matrix optimization problem. Using tools from convex analysis, the problem is solved generally for a wide class of optimality criteria such as D-, A-, or E-optimality. The book then offers a complementary approach that calls for the study of the symmetry properties of the design problem, exploiting such notions as matrix majorization and the Kiefer matrix ordering. The results are illustrated with optimal designs for polynomial fit models, Bayes designs, balanced incomplete block designs, exchangeable designs on the cube, rotatable designs on the sphere, and many other examples.

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