Optimal Design of Experiments - Couverture souple

Pukelsheim, Friedrich

Couverture souple

ISBN 10 : 0898716047 ISBN 13 : 9780898716047

Editeur : Society for Industrial and Applied Mathematics, 2006

Synopsis

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.

A propos du livre

À propos de l'auteur

Friedrich Pukelsheim is Chair for Stochastics and Its Applications at the Institute for Mathematics, University of Augsburg, Germany. He i member of the Institute of Mathematical Statistics, the International Statistical Institute, and Deutsche Mathematiker-Vereinigung

Détails de l'édition

• Éditeur: Society for Industrial and Applied Mathematics
• Date d'édition: 2006
• Langue: anglais
• ISBN 10: 0898716047
• ISBN 13: 9780898716047
• Reliure: Broché
• Nombre de pages: 184
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible