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arXiv 0908.1912math.STstat.TH
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最优判别设计

Optimal discrimination designs

Holger Dette, Stefanie Titoff

摘要:

我们考虑竞争回归模型之间的模型判别构造最优设计的问题。各种新的性质的最优设计相对于流行的$T$ -最优性准则推导出来,这在许多情况下允许明确确定的$T$ -最优设计。它也表明,在嵌套线性模型的支持点的数量$T$ -最优设计通常是太小,估计所有参数的扩展模型。在许多情况下,$T$ -最优设计通常不是唯一的,在这种情况下,我们给出了所有$T$ -最优设计的一个特征。最后,通过一个小型的模拟研究,$T$ -最优设计与最优判别设计进行了比较。

英文摘要:

We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular $T$-optimality criterion are derived, which in many circumstances allow an explicit determination of $T$-optimal designs. It is also demonstrated, that in nested linear models the number of support points of $T$-optimal designs is usually too small to estimate all parameters in the extended model. In many cases $T$-optimal designs are usually not unique, and in this situation we give a characterization of all $T$-optimal designs. Finally, $T$-optimal designs are compared with optimal discriminating designs with respect to alternative criteria by means of a small simulation study.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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